Credit Policy Officer – Director (Dublin/London)

KBRA; Dublin; Hybrid; EUR 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid work schedule

Competitive benefits

Paid family and disability leave

Pension plan

Educational and professional dev. aid

Employee referral bonus

Job summary

KBRA is seeking a Director to join the global Credit Policy team in Dublin or London. The role focuses on independent review and validation of credit rating models and analytical tools, maintaining validation processes, and collaborating with technical teams across regions.

The candidate will assess conceptual soundness and data integrity while monitoring performance. Requirements include a strong background in credit risk modeling, 8+ years of experience, advanced Excel skills, and familiarity

Qualifications

• Bachelor's degree in finance, economics, mathematics, statistics, computer science or another relevant discipline.
• Eight or more years of relevant experience in credit risk modeling, credit analysis, model validation or model risk management.

Responsibilities

• Review proposed and existing rating methodologies and evaluate analytical approaches.
• Maintain and apply validation standards for models and tools used by rating teams.
• Conduct independent reviews and validations of credit rating models and tools.
• Document validation results and recommended enhancements.
• Monitor rating performance across asset classes in Europe and globally.
• Research market developments and regulatory requirements related to methodologies.
• Collaborate with global teams to ensure consistent validation standards.

Skills

Quantitative analysis

Advanced Excel

Python or R/SQL

Model validation

Credit risk knowledge

Communication skills

AI/ML awareness

Education

Bachelor's degree in finance/economics/mathematics/statistics/computer science

Tools

Excel

Python

R

SQL

Job description

Position Title: Credit Policy Officer – Director (Dublin/London)

Entity: Kroll Bond Rating Agency Europe Limited or Kroll Bond Rating Agency UK Limited

Employment Type: Full-time

Location: Dublin, Ireland or London, England

Summary/Overview

KBRA is seeking a Director to join KBRA's global Credit Policy team in either our Dublin or London office. Credit Policy is responsible for maintaining policies governing the issuance, surveillance and withdrawal of credit ratings; overseeing and approving rating methodologies; validating models; and maintaining rating definitions. Integral to these responsibilities are monitoring credit rating performance, including rating transitions and defaults, evaluating methodological frameworks, and independently reviewing and validating models and tools used in the rating process. The successful candidate will focus on the independent review and validation of credit rating models and analytical tools, including the ongoing application, review and enhancement of KBRA's established validation processes. The role requires a combination of technical expertise, strong credit risk knowledge and sound analytical judgment to assess the conceptual soundness, reliability and limitations of models and tools used across KBRA's rating activities.

About The Job

• Review proposed and existing rating methodologies, evaluate analytical assumptions, quantitative approaches, model dependencies and consistency with analytical standards and regulatory expectations.
• Maintain KBRA's validation processes and standards for models and tools used by rating teams, including those developed in Excel, Python and other programming languages and analytical platforms.
• Conduct independent reviews and validations of credit rating models and tools, assessing conceptual soundness, underlying credit assumptions, design and functionality, calculation methodologies, data integrity, sensitivity to key risk drivers, limitations and the reasonableness of analytical outputs; work with analytical teams to address identified weaknesses.
• Maintain appropriate documentation of model and tool reviews, including results of independent validation of calculations, limitations, and recommended enhancements, consistent with KBRA's established policies.
• Monitor credit rating performance, including rating transitions and defaults, across asset classes and rating methodologies in Europe and globally.
• Research credit performance trends, market developments and regulatory requirements relevant to KBRA's rating methodologies and tools.
• Collaborate with global Credit Policy, quantitative modeling and analytical teams to support consistent application of validation standards and contribute to broader Credit Policy initiatives.

About You

• Bachelor's degree in finance, economics, mathematics, statistics, computer science or another relevant discipline. An advanced degree or relevant professional qualification is a plus.
• Eight or more years of relevant experience in credit risk modeling, credit analysis, model validation or model risk management, including demonstrated experience evaluating models used in credit risk assessment or credit rating analysis.
• Strong understanding of fundamental credit risk concepts and their application to financial models, including default risk, loss severity, cash flow analysis, stress testing and other relevant credit risk measures.
• Demonstrated ability to assess the conceptual soundness of credit models, critically evaluate underlying assumptions, identify model limitations and determine whether analytical outputs are reasonable in the context of the credit risks being assessed.
• Strong quantitative and analytical skills, including experience independently reviewing, testing and validating financial models and tools.
• Advanced Excel skills, including the ability to review and independently test complex spreadsheet-based models.
• Experience with Python or other programming and data analysis tools, such as R or SQL, particularly for model testing, automation, data analysis and reconciliation.
• Familiarity with artificial intelligence and machine learning, including their financial-services applications, analytical risks, validation and governance considerations, and responsible use of AI tools to develop effective prompts and critically assess generated outputs.
• Knowledge of credit rating methodologies, model governance and regulatory expectations applicable to credit rating agencies, including the EU regulatory framework, is desirable.
• Experience within a credit rating agency, financial institution or other organization with significant credit risk modeling and validation responsibilities is strongly preferred.
• Strong written and verbal communication skills, including the ability to clearly communicate technical and credit-related findings, exercise independent judgment and constructively challenge analytical assumptions.

Benefits

• A flexible hybrid work schedule – Tuesdays, Wednesdays, Thursdays in the office
• Competitive benefits and paid time off
• Paid family and disability leave
• Pension plan
• Educational and professional development financial assistance
• Employee referral bonus program

About Us

KBRA (Kroll Bond Rating Agency, LLC) is a full-service credit rating agency registered with the U.S. Securities and Exchange Commission as an NRSRO. Kroll Bond Rating Agency Europe Limited is registered as a CRA with the European Securities and Markets Authority. Kroll Bond Rating Agency UK Limited is registered as a CRA with the UK Financial Conduct Authority pursuant to the Temporary Registration Regime. In addition, KBRA is designated as a designated rating organization by the Ontario Securities Commission for issuers of asset-backed securities to file a short form prospectus or shelf prospectus. KBRA is also recognized by the National Association of Insurance Commissioners as a Credit Rating Provider. Kroll Bond Rating Agency Europe is located at 2nd Floor, One George's Quay Plaza, George's Quay, Dublin 2 D02 E440. Kroll Bond Rating Agency UK is located at 1st Floor, Marble Arch House, 66 Seymour Street, London W1H 5BT, England

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