Manager, Credit Risk Modelling (risk Services)

PwC UK

Probability of default model development
Loss given default model validation
Basel ii and ifrs 9 compliance knowledge
The role focuses on developing and validating complex credit risk models including PD, LGD, and EAD in line with Basel and IFRS 9 standards

Job Summary

  • The role focuses on developing and validating complex credit risk models including PD, LGD, and EAD in line with Basel and IFRS 9 standards.
  • Candidates will provide strategic advice to senior management and regulators while ensuring robust governance frameworks for risk management.
  • The position involves leveraging advanced data analysis techniques such as machine learning to drive data-driven business strategies.

Matching Summary

The role focuses on developing and validating complex credit risk models including PD, LGD, and EAD in line with Basel and IFRS 9 standards.

Skills & Requirements

Must-have

  • Probability of Default model development
  • Loss Given Default model validation
  • Basel II and IFRS 9 compliance knowledge
  • Python and SQL programming skills
  • Portfolio stress testing expertise

Nice-to-have

  • Machine learning and predictive modeling experience
  • Generative AI application in risk management
  • Corporate and Retail credit risk background
  • Cloud computing familiarity
  • User Acceptance Testing leadership

Key Requirements

  • Undergraduate degree in Statistics, Mathematics, or Actuarial Science
  • 3-6 years of experience in credit risk modeling
  • Strong quantitative focus in Business, Finance, or Economics
  • Proficiency in Python, SQL, and MS Office VBA
  • FRM or CFA certification is a plus

Work Rights

Not specified

Tailored Resume

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