Manager - Credit Risk (Regulatory & Financial Risk)
Core
Lead the development, validation, and implementation of credit risk models and frameworks for financial services clients across Africa.
Role type
Senior IC Manager (Credit Risk)
Builds
IFRS 9 Impairment Models, Regulatory and Economic Capital Credit Models, Scorecards, Credit Monitoring Frameworks
Domain
Financial Services / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
IFRS 9 modeling, Basel II/III, Financial modeling (PD, EAD, LGD), SAS, VBA, Python, R, Project management
Preferred skills
Retail credit risk experience, Strategic insights, Leadership
Technologies
SAS, VBA, Matlab, R, Python
Responsibilities
Development and calibration of credit risk models, Model validation, monitoring, and testing, Benchmarking credit metrics, Derivation of portfolio credit analytics, Review of client deliverables, Communication of project outcomes
Seniority
Senior, hands-on IC with management responsibilities
