Senior Credit Risk Consultant & Leader

Thegini; Greater London; Hybrid; GBP 85,000 - 120,000; Full time

Job summary

Thegini, a UK consultancy, is seeking a Senior Consultant/Manager level in credit risk modelling and validation. Based in London, you will own the methodology on engagements, run workstreams, and manage client relationships through steering meetings.

You will tackle IFRS 9 rebuilds, IRB development, or model validation, shaping how the firm delivers and trains its people. The role is office-based with leadership responsibilities and opportunities to influence client outcomes.

Qualifications

• 4–6 years in credit risk modelling or a closely related quantitative role.
• Depth in at least two of IFRS 9, IRB, scorecard development and model validation.
• Experience owning a workstream end to end with governance and writing up results.
• Experience reviewing others' models and code with constructive feedback.
• Ability to defend methods and write a clear validation argument.
• Comfort presenting to clients and managing timelines.
• Strong quantitative degree; MSc is a plus but not required.
• Proficiency in Python and SQL; version control habit.

Responsibilities

• Define and own the engagement methodology from approach to documentation.
• Deliver workstream plans, budgets and timetables with oversight from a director.
• Maintain client relationships through steering meetings and clear communication.
• Review models and code to ensure high quality before client delivery.
• Led teams of consultants and juniors, coaching on method selection.
• Shape proposals including approach, pricing logic and write‑ups.
• Advise on data, method gaps and improvements across engagements.
• Utilise AI tooling to support modelling, documentation and review.

Skills

Credit risk modelling

Model validation

IFRS 9

IRB

Scorecard development

Python

SQL

Client engagement

Education

Quantitative degree

MSc advantageous

Tools

Python

SQL

Git

Job description

Thegini, a UK consultancy, is seeking a Senior Consultant/Manager level in credit risk modelling and validation. Based in London, you will own the methodology on engagements, run workstreams, and manage client relationships through steering meetings.

You will tackle IFRS 9 rebuilds, IRB development, or model validation, shaping how the firm delivers and trains its people. The role is office-based with leadership responsibilities and opportunities to influence client outcomes.