Join a leading Credit Risk Analytics Team
You will play a key part in supporting organisations to enhance their credit measurement frameworks, methodologies, and systems. You will work across a wide range of credit asset classes, helping businesses meet regulatory requirements and strengthen their risk management capabilities.
Your responsibilities will include:
* Helping banks improve and develop credit risk measurement frameworks, focusing on IFRS 9, IRB, and stress testing methodologies
* Providing modelling and analytical support for credit measurement to a range of banks
* Assisting first-line teams in building or refining credit risk models, supporting second-line oversight functions, or reviewing internal audit processes
* Contributing to the design and enhancement of broader credit risk infrastructures—covering areas such as data, controls, model monitoring and maintenance, risk governance, reporting, and external disclosures
* Supporting audit activities by assessing the robustness and implementation quality of IFRS 9 and RWA methodologies to identify weaknesses or areas for improvement
* Taking part in a variety of credit measurement-focused projects, such as due diligence, stress testing, and asset quality reviews
* Contributing to thought leadership and best practices in credit risk analytics
* Working within a collaborative and inclusive team culture that values diverse perspectives and contributions
Connect to Your Skills and Experience
Essential:
* Strong credit risk modelling experience, including development, validation, or delivery of models under IFRS 9, IRB, or stress testing frameworks
* Good understanding of credit risk governance, financial management, and stakeholder needs
* Familiarity with credit fundamentals across various financial asset classes
* Ability to explain technical and modelling concepts to non-specialist audiences
* Strong project management and leadership skills
* Proven ability to build effective partnerships with clients and stakeholders
* Proficiency in Python for modelling purposes
* Competence in other modelling tools such as SAS, SQL, R, and advanced MS Excel (including VBA)
* Creative thinker with a desire to innovate and challenge established practices
Desirable:
* Awareness of current economic and market developments
* Understanding of regulatory credit risk
* Commercial insight into the use of credit model outputs and implications for business decisions
* Familiarity with broader rating system components, such as data management, systems, controls, and use testing
* Knowledge of evolving regulatory frameworks affecting credit measurement
* Experience with data visualisation tools and techniques