Job Details

Senior Credit Risk Modeller

London, Greater London, United Kingdom, £80,000 - £130,000 , Permanent

Posted: 5hours ago


My client are a leading Risk & Finance Consultancy Firm, who operate globally on behalf of clients and client projects, looking for a Senior Credit Risk Modelling Manager with a solid background in Investment Banking Credit Risk, Modelling & Analytics.

You will partner with global banks (travel across Europe, Middle East & Rest of World sometimes necessary), and assist in the development and maintenance of quantitative models used in the bank's risk frameworks as well as actively participate in stakeholder management throughout various stage of model lifecycle.


* Design, development and maintenance of effective and compliant statistical risk and decision support models and related analytics.
* Lead a team of highly technically skilled managers and model developers, making sure that you support their ongoing coaching and development.
* Providing the business and other stakeholders with advice and support on model use, model impact and model implementation
* Supporting regulatory engagement and internal governance in relation to credit risk models and model frameworks
* Supporting the business through developing and maintaining risk and decision-support models
* Providing actionable MI on all aspects of model performance
* Assisting your team manager with setting objectives for analytical resource and assessing performance

Must Haves:

* Experience of the development and practical application of risk models, including scoring and model monitoring
* Strong technical skills - Credit Risk Modelling, Analytics, Statistics
* Programming/IT - Excel is a must, however R, Python, VBA would be beneficial
* Expert knowledge of IRB, IFRS9
* Additional knowledge of CPM, Stress testing, ICAAP, IRRBB, ILAAP
* Extensive banking and financial services experience
* A broad background of risk systems, methodologies and processes in a retail or wholesale bank environment
* Strong project management skills and the ability to work well as part of a team, sharing ideas and learning from others
* The ability to translate complex and statistical techniques into simple, easily understood concepts
* The skills to resolve complex problems or identify alternatives

A background in Consultancy would be preferred though not essential

Job Details

London, Greater London, United Kingdom
£80,000 - £130,000