Credit Risk Modelling (Manager)
Core
Lead complex credit modelling engagements and prudential regulation projects for leading financial institutions across Europe and globally.
Role type
Manager, Credit Risk Modelling
Builds
Credit risk models and prudential regulation solutions for financial clients
Domain
Financial Services / Credit Risk / Regulatory Compliance
Deliverable
production ML models | client delivery
Required skills
Credit risk modelling, Model development, Model validation, IRB frameworks, IFRS9 frameworks, SAS, SQL, Python, R, Project leadership, Stakeholder communication
Preferred skills
Thought leadership, Business development, Mentoring
Technologies
SAS, SQL, Python, R
Responsibilities
Leading execution of credit risk modelling and prudential regulation engagements, Providing expert advice on credit risk modelling and risk analytics, Managing and mentoring junior team members, Identifying new business opportunities and nurturing client relationships, Collaborating with European and global financial risk networks, Developing thought leadership content on financial risk topics
Seniority
Manager, hands-on IC with leadership responsibilities