Credit Risk Senior Consultant

Summary

You’ll join a specialist financial risk management team focused on the development, review, and validation of sophisticated statistical models used to quantify credit risk. Working alongside experienced analysts and modellers from diverse quantitative backgrounds, you’ll gain exposure to a broad range of clients—from local credit providers to globally regulated institutions.

• Support the development, review, and validation of credit risk models used for regulatory capital and provisioning purposes
• Work on quantitative models including IFRS 9 models, scorecards, and capital models across various portfolios
• Perform data analysis, statistical testing, and model performance assessments to support model development and review outcomes
• Assist in the coding, automation, and enhancement of credit risk and capital models
• Apply contemporary statistical and modelling techniques to solve complex credit risk problems
• Prepare technical documentation, model, and analytical notes for internal review and external stakeholders
• Translate complex quantitative concepts into clear, understandable insights for both technical and non-technical audiences
• Collaborate with senior team members to deliver high-quality outputs within agreed timelines
• Contribute to client-facing engagements
  , including responding to information requests and participating in discussions
• Stay up to date with regulatory developments, industry trends, and emerging best practices in credit risk and capital management
• Support knowledge sharing and contribute to team learning and development initiatives
• Manage multiple tasks simultaneously while maintaining a high level of accuracy, resilience, and attention to detail

• Honours or Master’s degree in a quantitative discipline (e.g. Quantitative Finance, Mathematics, Statistics, Engineering, or similar)
• Professional certification such as FRM or PRM (completed or in progress) is advantageous
• Minimum 4+ years’ experience in a quantitative risk, credit risk, or capital modelling role
• Hands‑on experience with credit risk models (e.g. IFRS 9, scorecards, capital models)
• Exposure to regulatory and provisioning frameworks within a banking or professional services environment
• Experience using analytical or programming tools such as Python, R, or SAS
• Background in delivering client‑driven or stakeholder‑focused work under regulatory or operational deadlines

Bianca Langenhoven
Recruitment Consultant
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