Risk Consultant

Overview

Are you a seasoned quantitative professional with a passion for credit risk modelling, regulatory frameworks, and leading high‑performing teams?

This is an exciting opportunity to join a specialist Financial Risk Management team focused on developing, validating, and reviewing advanced statistical models that underpin key risk and capital decisions for financial institutions.

In this role, you will contribute as both a technical specialist and a project leader within a high‑calibre Credit Risk & Capital Management team. You’ll work across a diverse client base — from local lenders to large international financial institutions — developing and reviewing models such as IFRS9
, PD/LGD/EAD scorecards
, stress testing frameworks
, and regulatory capital models
.

You will also support the Senior Manager in project planning, quality control, and delivery oversight while mentoring junior analysts and fostering a collaborative, coaching‑oriented culture.

This role offers exposure to cutting‑edge modelling techniques, tools, and programming languages, including Python, R, and SAS
.

• Develop, validate, and review credit risk and capital models (e.g., IFRS 9, impairment models, scorecards, regulatory capital).
• Support project planning, budgeting, execution, and closure across multiple work streams.
• Contribute to coding, automation, and optimisation of financial risk models.
• Provide technical guidance and support to junior staff, helping build a strong coaching culture.
• Ensure high-quality project delivery in line with standards, deadlines, and client expectations.
• Translate complex quantitative concepts into clear insights for both technical and non-technical stakeholders.

• Strong experience in quantitative credit risk modelling.
• Solid understanding of statistical techniques, model development, and validation.
• Proficiency in SAS, Python, or R (ability to read, write, and interpret code).
• Excellent organisational and time‑management skills.
• Experience leading small project work streams and mentoring junior analysts.
• Ability to work under pressure and manage conflicting deadlines.
• Strong communication and presentation skills, with the ability to simplify complex ideas.
• A collaborative mindset, contributing to an environment where team members feel empowered to speak up and challenge where necessary.
• Honours or Master’s degree in Quantitative Finance, Mathematics, Statistics
  , or a related quantitative field.
• 6+ years of experience in credit risk, credit modelling, or financial risk management.
• FRM or similar certification advantageous.

• Work with leading modelling and analytics teams across the financial sector.
• Exposure to complex modelling challenges across local and global banking environments.
• Opportunity to deepen technical expertise while growing leadership skills.
• Access to modern coding environments and advanced analytical tools.