Director - Credit Risk Analytics
Core
Leading validation solutions for second-line credit risk in banking, covering quantitative risk advisory, advanced analytics, risk measurement, and strategy.
Role type
Director, Credit Risk Analytics
Builds
Independent model validation frameworks and risk measurement solutions for banking clients
Domain
Banking / Financial Services / Credit Risk
Deliverable
production ML models
Required skills
Quantitative risk modelling, IFRS9, Stress Testing, Pillar 2, Portfolio Management, SAS, R, Python, VBA, C++, statistical analysis, regulatory framework knowledge
Preferred skills
Masters degree in quantitative risk, finance, economics, or maths
Responsibilities
Leading assignments and engagements with banking clients, implementing bespoke quantitative frameworks, providing specialist knowledge input, leading team development and client-facing engagements, ensuring clear communication of outcomes, providing training and support to the team
Seniority
Director, strategic leadership and hands-on technical delivery
