Credit Risk Analytics and Modelling - Senior Manager

Campion Pickworth; Greater London; Hybrid; GBP 70,000 - 90,000; Full time

Job summary

A leading global consultancy is seeking a Senior Manager for Credit Risk Analytics and Modelling in Greater London. The role involves providing credit measurement modelling services, leading a diverse team, and managing client engagements. Ideal candidates will possess expert credit modelling skills, be proficient in software such as SAS, SQL, and Python, and have strong project management and communication abilities. The position offers a flexible working policy and opportunities for career development.

Qualifications

• Expert credit modelling skills and experience in development and validation of credit risk models.
• Advanced skills with modelling software: SAS, SQL, MS Excel, Python, R.
• Ability to communicate complex concepts to non-expert audiences.

Responsibilities

• Providing credit measurement modelling and analytics services.
• Leading the Credit Risk team and managing engagements.
• Building long-term relationships with clients.

Skills

Credit modelling skills

SAS

SQL

MS Excel (including VBA)

Python

R

Project management and leadership

Communication skills

Job description

Credit Risk Analytics and Modelling - Senior Manager

Job Openings Credit Risk Analytics and Modelling - Senior Manager

About the job Credit Risk Analytics and Modelling - Senior Manager

Our client, a leading global consultancy, is looking to recruit a Credit Risk Analytics and Modelling Senior Manager to help clients improve and develop their credit measurement capabilities focusing on IFRS9, IRB and stress testing approaches across the full range of credit asset classes. The Senior Manager will benefit from a flexible working policy.

Role Responsibilities

• Providing credit measurement modelling and analytics services, including supporting 1st Line teams with the build of new models or improvement/review of existing models, support to 2nd Line oversight/model review functions or to 3rd Line Internal Audit teams
• Helping clients with designing and improving their wider credit measurement ecosystems; for example practices around insight into movements, data, controls, model risk management, model monitoring and maintenance, reporting and external disclosure
• Leading the Credit Risk team, including project management/leadership of client engagements, developing talent and capability and acting as a role model for the business values and behaviours
• Building long-term relationships with clients to be regarded as a trusted advisor
• Managing a diverse team and building an inclusive culture where people are recognised for their contribution
• Supporting audit of IFRS9 and assurance of RWA through challenge of our clients methodological approaches and quality of implementation to identify material weaknesses or areas of concern
• Supporting other credit measurement-related projects such as acquisition due diligence, stress testing and Asset Quality Reviews
• Contributing to thought leadership around credit measurement best practice and its evolution
• Contributing to the Credit Risk teams strategy and identifying new opportunities for the business to help its clients

Professional experience

• Expert credit modelling skills and experience in the development, delivery and/or validation of credit risk models under one or more of the IFRS9, IRB and forecasting/stress testing regimes
• Advanced skills with modelling software such as SAS, SQL, MS Excel (including VBA), Python, R
• Excellence in ability to communicate complex concepts to non-expert audiences
• Good understanding of the financial services industry and the credit fundamentals of different asset classes
• Project management and leadership skills
• Experience of developing talent and coaching a team
• Ability to think creatively, generate innovative ideas, challenge the status quo and deliver effectively
• Knowledge of current economic and market trends
• Experience interacting with regulators and/or auditors
• Commercial understanding of the use and business consequences of IFRS9 and capital rating system outputs
• Understanding of wider rating systems concepts including data, systems, controls, use test etc.
• Understanding of the changing regulatory environment as it relates to credit measurement