Credit Risk Manager

Our client, a leading advisory firm within the financial services sector, is seeking a Credit Risk Manager to join their Financial Risk Management team.
 
The successful candidate will play a key role in the development, validation, and review of credit risk models used for provisioning, regulatory capital calculations, and risk management purposes. This position offers the opportunity to work across a diverse client base, ranging from specialist lenders to large financial institutions, while gaining exposure to cutting-edge modelling methodologies and technologies.
 
In addition to providing technical expertise, the successful candidate will assist with project delivery, stakeholder engagement, and the coaching of junior team members.
 
Key Responsibilities:

• Develop, review, and validate credit risk models for IFRS 9 and regulatory capital purposes
• Perform quantitative analysis and model assessments across credit risk portfolios
• Support project planning, execution, budgeting, and delivery activities
• Assist with the automation and enhancement of financial risk management models
• Work with large datasets to develop meaningful risk insights and recommendations
• Prepare technical reports and present findings to stakeholders
• Ensure adherence to regulatory and industry best practices
• Contribute to the development of innovative modelling solutions and methodologies
• Mentor and coach junior team members
• Collaborate with internal and external stakeholders on credit risk engagements

• Honours or Master's Degree in Quantitative Finance, Mathematics, Statistics, Actuarial Science, Engineering, or a related quantitative discipline
• FRM or equivalent professional qualification advantageous

• Minimum 6 years' experience within Credit Risk Modelling, Credit Analytics, or Financial Risk Management
• Strong experience with IFRS 9 modelling, scorecards, PD, LGD, EAD, or regulatory capital models
• Experience managing projects, workstreams, or client engagements
• Exposure to banking, lending, or financial services environments

• Strong knowledge of credit risk modelling methodologies and statistical techniques
• Proficiency in Python, SAS, R, or other quantitative programming languages
• Excellent analytical and problem-solving capabilities
• Strong stakeholder engagement and communication skills
• Experience coaching and mentoring junior team members
• Ability to manage multiple priorities within a fast-paced environment
• Strong report-writing and presentation skills

• Actuarial: Life, Short-Term, Health, Pensions, and Quantitative
• Data & Analytics: Data Scientists, Data Analysts (Python, R, SQL, Machine Learning)
• Risk: Credit Risk, Market Risk, Model Risk, and Operational Risk Analysts
• Pricing: Specialists in Insurance and Financial Products
• AI & Machine Learning: ML Ops, NLP, Predictive Modelling Data Scientists
• Quantitative: Experts across Banking, Insurance, and FinTech