Credit Risk Modelling Team Lead

Join Our Team as a Credit Risk Modelling Team Lead!

An exciting opportunity awaits for an experienced Credit Risk Model Development Lead to become a key member of our dynamic Credit Risk Modelling team at a rapidly evolving digital financial services organization.

This role is crucial in both developing and maintaining credit risk models, covering IFRS 9 and operational models. If you have a background in credit risk model development and are eager to make a significant impact in an innovative environment, we want to hear from you!

Your Responsibilities:

• Lead the hands-on development and implementation of IFRS 9 and operational credit risk models while guiding the team.
• Ensure the model suite is robust, effective, and meets the evolving needs of the business.
• Create comprehensive documentation outlining methodologies, assumptions, and limitations.
• Continuously monitor existing models to identify opportunities for improvement.
• Work closely with internal validation teams and present findings to senior leadership and committees.
• Serve as a subject matter expert, representing the team to various stakeholders across the organization.

What We’re Looking For:

• A minimum of 5 years of hands-on experience in developing IFRS 9 and operational credit risk models.
• Previous experience in leading projects or managing small teams is advantageous.
• Strong programming and analytical skills with proficiency in Python, R, SQL, SAS, and Excel.
• A degree or equivalent experience in a numerical discipline.
• In-depth knowledge of regulatory frameworks related to credit risk.
• Excellent communication skills with the ability to convey complex technical information to diverse audiences.
• Highly organized, detail-oriented, and adaptable to change.