Credit Risk Modelling Manager

1 month ago


UK, UK, United Kingdom Campion Pickworth Ltd Full time

Our client, a leading global consultancy, is looking to recruit for a Risk Analytics Modelling Manager



The successful candidate will be playing a key leadership role with a wide scope including areas such as Risk Regulatory Strategy, IRB waiver model build, IFRS 9, CRD IV capital optimisation and Stress-Testing.



Role Responsibilities


  • Helping clients with understanding and optimising their modelling capabilities within the evolving Prudential Risk environment, including CRD IV Capital Optimisation, Risk Regulatory Strategy and Capital Management
  • 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
  • Providing credit measurement modelling and analytics services to clients. This could involve supporting a client’s 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
  • 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 team’s strategy and identifying new opportunities solve client problems
  • 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



Professional experience


  • 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
  • intermediate or Advanced skills with modelling software such as SAS, SQL, MS Excel (including VBA), Python, R
  • 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.
  • Experience with data visualisation



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