Credit Risk Model Manager

A leading international bank is seeking a Credit Risk Model Developer to join its expanding analytics team, focused on the development and enhancement of wholesale and retail credit risk models. This is a hands‑on, technical role offering the opportunity to work on high‑profile regulatory and strategic initiatives across a global platform.

You will be responsible for building best‑in‑class models that support credit decisioning, capital, stress testing, and provisioning. Working closely with risk, finance, and technology teams, you will contribute across the full model lifecycle — from data exploration and methodology through to implementation and performance monitoring.

Key responsibilities include:

• Developing PD, LGD, and EAD models for regulatory and internal risk management purposes
• Supporting IFRS 9 / CECL, stress testing, and portfolio analytics initiatives
• Applying advanced statistical and machine learning techniques where appropriate
• Documenting methodologies in line with model governance and regulatory standards
• Partnering with Model Validation and Model Risk to support review and remediation

• 7+ years’ experience in credit risk modelling within a bank or consulting firm
• Knowledge of Basel, IFRS 9, or CECL frameworks is preferred
• Experience developing credit risk analytics for loss forecasting.
• Hands‑on programming experience in Python, SAS, R, or similar, with strong SQL skills
• Experience working with large datasets and developing production‑ready models