Sterling Williams are currently supporting an International Bank based in the West End of London who are seeking a Financial Risk Manager on a 12 month Fixed Term Contract to cover Maternity. Financial Risk Manager Full-time; Hybrid working on offer (3 days per week) based in the London office Salary circa £70,000 pa plus benefits 12 month Fixed-Term Contract Reporting to the Senior Manager in Finance the primary purpose of the role is to deliver credit risk analytics expertise, ECL model / process enhancement and output, and appropriate Management Information to support good Credit Risk management, including delivery of monthly MI and commentary in relation to the ongoing performance of the book. The successful candidate will interact with a range of stakeholders and will have an opportunity to build and streamline existing processes, with the role offering a good balance between the business and technical elements of risk management. Key Responsibilities: Build Credit Risk analytics and provide expertise across the Bank. Support, build and maintain credit risk PD (Probability of Default) and LGD (Loss Given Default) scorecards. Own and independently manage the IFRS9 Expected Credit losses (ECL) and sensitivity analysis within the risk management department, ensuring strong governance, controls, processes and procedures are in place. Primary contact to address ECL / Credit MI queries from various stakeholders. Proactively analyses and report emerging trends/changes and assess the impact on the Banks portfolio. Preparing and presenting (when required) Credit MI reporting to management & Board Committees. Deliver one off activities and projects to the outcomes and standards agreed with line manager. The successful candidate will likely have: Strong analytical capability, excellent Excel and PowerPoint skills, demonstrable stakeholder management skills and a proactive approach to work. The successful candidate will have Credit Risk experience with exposure to IFRS9 modelling and concepts such as Probability of Default, Loss Given Default and Estimated Credit Loss, and excellent written/oral communication skills (In depth understanding of calculation of PD, LGD and ECL). The candidate should also have knowledge of forecast modelling and be able to contribute to likelihood scenario discussions based on comprehensive experience and knowledge of macro-economic scenarios that could affect the Bank's balance sheet. It would be advantageous to have good SAS/SQL skills or the ability to learn quickly and develop the necessary technical competencies. Strong Credit Risk analysis and ECL modelling. Understanding of property finance products. Analytical, innovative and enquiring approach and the ability to work autonomously and take initiative where required. Experience working in a regulated environment.