Senior Credit Risk Manager

Wise

London, United Kingdom
On-site
Counterparty credit risk expertise
Quantitative risk analysis
Credit risk framework development
Lead our credit risk framework into its next chapter, bridging traditional analysis and advanced quantitative modeling

Job Summary

  • Lead our credit risk framework into its next chapter, bridging traditional analysis and advanced quantitative modeling.
  • Conduct deep-dive financial analysis of partners, design credit limits, and lead the application of internal credit rating models.
  • Contribute quantitative expertise to ICARA and ILAAP processes, including modeling credit risk under stressed conditions.

Matching Summary

Lead our credit risk framework into its next chapter, bridging traditional analysis and advanced quantitative modeling.

Skills & Requirements

Must-have

  • Counterparty Credit Risk expertise
  • Quantitative risk analysis
  • Credit risk framework development
  • Financial modeling and stress testing
  • Concentration and counterparty risk limits

Nice-to-have

  • Building world-class risk functions
  • Risk-balanced solutions
  • Diverse, equitable, and inclusive teams

Key Requirements

  • Proven experience in Counterparty Credit Risk
  • Solid grasp of regulatory capital
  • Comfortable with financial modeling and quantitative risk
  • FRM, PRM, or CFA designation (preferred)

Work Rights

Not specified

Tailored Resume

Cover Letter