Credit Risk Modelling Specialist

2 days ago


Manchester, United Kingdom Cornwallis Elt Ltd Full time
Credit Risk Analytics Assistant Manager

Our client, a leading consultancy, is seeking an experienced Credit Risk Analytics Assistant Manager to join their team on a permanent basis. This role will be based in either Leeds or Manchester and involves providing credit risk modelling and analytics services to clients.

Key Responsibilities:

  • Develop, deliver, and validate credit risk models under IFRS9, IRB, and stress testing frameworks.
  • Improve and develop clients' credit measurement capabilities using IFRS9, IRB, and stress testing approaches across various asset classes.

Requirements:

  • Strong skills in credit modelling with experience in developing, delivering, and/or validating credit risk models under IFRS9, IRB, or forecasting/stress testing frameworks.
  • Insight into managing credit financials, including governance processes and stakeholders.
  • Familiarity with the financial services industry and credit fundamentals across various asset classes.
  • Proficiency with modelling tools such as SAS, SQL, MS Excel (including VBA), Python, and R.
  • Knowledge of the evolving regulatory environment as it pertains to credit measurement.
  • Experience in data visualization.

We estimate the salary for this role to be around £60,000-£80,000 per annum, depending on experience. If you have a strong background in credit risk analysis and are looking for a new challenge, please get in touch.



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