Contract Manager – Corporate Credit Risk Analystics

• Develop and enhance Corporate Rating Models
• SME Rating Models
• PD
• LGD and EAD models
• Design
• maintain and recalibrate IFRS 9 Macro Overlay models
• Develop and enhance fundamental-analysis-based models using financial statement variables
• cash flow metrics and qualitative risk factors
• Perform model monitoring
• discrimination
• calibration and stability assessments
• Conduct portfolio analytics and stress testing
• Support implementation
• testing and deployment activities within Credit Lens
• Automate model development and monitoring activities and maintain model documentation and governance artefacts

Masters degree in Finance, Economics, Statistics, Engineering, Mathematics or related quantitative discipline. Minimum 5 years of experience in corporate/non-retail credit risk modelling. Experience in IFRS 9, Basel frameworks, rating systems and financial statement analysis is required. FRM, PRM or CFA qualification preferred.

Strong knowledge of corporate credit risk modelling; expertise in financial statement analysis and fundamental-analysis-based rating methodologies; hands‑on experience in PD, LGD, EAD and Macro Overlay model development; good understanding of Credit Lens data structure and risk data flows; proficiency in SAS, R and SQL; strong analytical, presentation and stakeholder management capabilities.