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.

The Role

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

Your Profile

• 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