Credit Analytics and Modelling Specialist

An independent consulting firm with operations is seeking a Credit Analytics and Modelling Specialist

We require a candidate with:

· Relevant experience (3yrs) with the development, validation and implementation of credit risk models spanning

· regulatory capital (A-IRB/RWA – PD, LGD, EAD) and impairments (IFRS9 – lt. ECL), across wholesale credit

· portfolios, such as Corporate, Specialised Lending, Bank and Sovereign portfolio

· A strong understanding of wholesale banking portfolios and operations such as the corporate credit process

· Strong analytical skills and a post graduate qualification in a quantitative discipline (e.g. statistics, actuarial science, financial mathematics, applied mathematics)

· Applied working experience with developing and using programming languages (e.g. SAS, Matlab, R, Python) and data structures

· Strong presentation skills and an ability to effectively and credibly communicate with senior stakeholders and non - technical stakeholders

· Experience with the delivery of high-priority projects and activities, under pressurized conditions

· Experience with leading more junior team members with the execution of project tasks

Should you meet the requirements for this position, please email your CV to You can also contact the finance team on XXX-XXXX or alternatively you can visit our website >

Should you not hear from us within 3 days, please consider your application unsuccessful.