Quantitative Credit Risk Lead
Pursue a challenging role in quantitative credit risk by joining our dynamic team and working on cutting-edge solutions with leading financial institutions. From IFRS9 and Basel frameworks to machine learning and Generative AI, your expertise will shape the future of financial services.
* Manage diverse engagements across credit automation, stress testing, model risk management, and more.
* Collaborate with a team of experts in quantitative modeling, technology, and financial services.
* Lead high-performing teams, drive business development, and contribute to innovative solutions.
Key Responsibilities:
* Manage client engagements and lead quantitative credit risk projects ensuring timely delivery and high-quality outcomes.
* Collaborate with stakeholders to deliver tailored solutions across key credit risk areas like IFRS9, IRB, Basel, and Stress Testing.
* Drive business development efforts including proposal writing and work-winning initiatives.
* Build strong relationships with clients while fostering collaboration within our advisory practice.
* Mentor and coach junior team members promoting a positive and inclusive work environment.
Requirements:
* Leadership experience managing high-performing teams delivering outstanding results.
* Strong academic background in quantitative fields Engineering Math Statistics Physics or Quantitative Finance preferred.
* Deep expertise in credit risk regulations IFRS9 IRB Basel Stress Testing and modeling PD LGD EAD ECL etc.
* Proficiency in programming languages such as SAS Python R or SQL and tools like Excel VBA and PowerPoint.
* Excellent communication skills with the ability to explain technical concepts to diverse audiences.
What Sets You Apart:
* Proven experience in model development validation and monitoring.
* Ability to plan and manage projects ensuring timely delivery and risk mitigation.
* A passion for innovation and a desire to work on cutting-edge credit risk solutions including machine learning and AI.
* A natural curiosity and the drive to create a positive impact in the financial services industry.
Why Join Us:
* The chance to work on industry-leading projects with global financial institutions.
* A collaborative culture that fosters innovation mentorship and professional growth.
* The opportunity to shape the future of credit risk while advancing your career.