Responsibilities
:
Lead the end-to-end implementation of corporate credit risk and impairment models across the banking book.
Collaborate with Quantitative Modelling, Risk, and Front Office teams to align model outputs with business needs.
Support capital planning and balance sheet optimisation via model-driven insights.
Enhance tools,ernance frameworks and data pipelines to drive risk modelling efficiency and control.
Translateplex quantitative methodologies into clear, actionable strategies for risk and business teams.
Champion change initiatives around model deployment and regulatorypliance.
Work cross-functionally to deliver limit management tools, early warning indicators and risk reporting solutions.
Act as a subject matter expert on Basel frameworks, credit risk modelling, and regulatory expectations.
Explore and promote automation, AI, and advanced analytics in model execution and monitoring.
Liaise with validation, audit,pliance and regulatory teams to ensure robust oversight.
Key Requirements:
Demonstrable experience in credit risk, model implementation, or quantitative risk management within wholesale banking.
Strong understanding of Basel regulatory frameworks (IRB, Basel, IFRS 9 and capital modelling.
Ability to bridge technical and business teams, translating models into meaningful oues.
Skilled in working with large datasets, model tooling, andernance infrastructure.
Excellent stakeholder management across senior risk, quant, and business leadership.
Exposure to AI/ML in financial risk contexts is a plus.
This is a unique chance to make a strategic impact within a globally recognised institution. If you're passionate about credit risk, model deployment and driving innovation in banking, we'd love to hear from you.
Apply now or reach out via LinkedIn for a confidential discussion.
McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.
Job ID BBBH168042