Credit risk IFRS9 Stress testing Consultant

JR United Kingdom; Greater London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A boutique European financial services consultancy is seeking a Credit Risk Consultant specializing in IFRS9 modelling and stress testing. The role involves working with top-tier banking clients, focusing on quantitative analysis and regulatory compliance. Join a dynamic team and contribute to impactful risk projects while enjoying professional development opportunities.

Benefits

Professional development opportunities

Flexibility in working arrangements

Qualifications

• 3–5 years of hands-on experience in credit risk.
• Proven expertise in IFRS9 modelling and credit stress testing.

Responsibilities

• Design, develop, and validate IFRS9 credit risk models.
• Perform credit stress testing exercises.
• Support pricing model development.

Skills

Python

SAS

Communication

Job description

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Credit risk IFRS9 Stress testing Consultant, england

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Client:

Bailey & French

Location:

england, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

2

Posted:

16.05.2025

Expiry Date:

30.06.2025

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Job Description:

Job Title: Credit Risk Consultant – IFRS9, Stress Testing & Pricing

Employment Type: Full-time

Experience Level: 3–5 Years

Languages: Fluent English required; additional European languages a plus

Company Overview

Our client is a boutique European financial services consultancy specializing in risk management, regulatory compliance, and financial modeling. With a strong reputation for delivering high-impact, tailored solutions to leading financial institutions across the continent, they combine deep technical expertise with a collaborative and entrepreneurial culture.

Role Overview

We are seeking a dynamic Credit Risk Consultant to join the firm’s growing credit risk team. The role will focus on IFRS9 modelling, stress testing, and pricing analytics, working with top-tier banking clients. The ideal candidate will have a strong quantitative background, practical programming skills in Python and/or SAS, and a solid understanding of the regulatory credit risk landscape.

Key Responsibilities

• Design, develop, and validate IFRS9 credit risk models, including ECL calculations.
• Perform credit stress testing exercises in line with regulatory expectations (EBA, ECB, PRA, etc.).
• Support pricing model development and impact analysis across credit portfolios.
• Utilize Python or SAS for data manipulation, modelling, and analysis.
• Prepare technical documentation and regulatory reports.
• Liaise with client stakeholders, including risk, finance, and regulatory teams.
• Contribute to internal knowledge sharing and methodology development.

Required Skills and Qualifications

• 3–5 years of hands-on experience in credit risk within a consultancy, bank, or financial institution.
• Proven expertise in IFRS9 modelling and credit stress testing.
• Exposure to pricing techniques in retail or wholesale portfolios is highly desirable.
• Proficient in Python and/or SAS for data analysis and model development.
• Strong understanding of European regulatory requirements.
• Excellent communication skills and stakeholder engagement abilities.

Why Join?

• Work in a high-calibre, collaborative consulting environment with exposure to top-tier clients.
• Engage in technically challenging and impactful risk projects.
• Opportunities for professional development and specialization.
• Flexibility in working arrangements and an entrepreneurial company culture