Join a leading team focused on mitigating risk and creating value within financial institutions. This role is integral to the Regulatory & Financial Risk practice, specifically within Credit Risk Model Risk. You will be instrumental in developing and validating critical risk measurement models and frameworks essential for regulatory compliance and effective capital management.

This position offers the opportunity to work in a dynamic environment, contributing to high-impact projects that shape financial risk strategies. Be part of a team dedicated to excellence in risk oversight and innovation.

Develop and validate sophisticated risk measurement models for credit, market, and liquidity risk.

Construct robust frameworks to ensure adherence to regulatory requirements such as Basel, LIBOR transition, Risk Based Supervision, IFRS9, and IFRS17.

Drive the implementation of regulatory change programs.

Design and deploy advanced capital management strategies and associated tools.

Specialize in credit risk model development and validation, including credit rating/scoring methodologies, Basel IRB models (PD, LGD, EAD), stress testing/CCAR models, and IFRS9/USGAAP impairment models.

Possess a Master's degree or higher in Quantitative Finance, Statistics, Mathematics, Engineering, or a related field.

Bring 9 to 12 years of experience in modeling or validation of Wholesale IRB capital models, IFRS9, or Climate Risk Modelling within large banking organizations.

Exhibit strong technical proficiency in Python, R, SAS, and SQL, coupled with a solid understanding of credit modeling statistics.

Demonstrate an effective challenge and independent risk oversight mindset, with high attention to detail and documentation discipline.

Showcase excellent stakeholder influencing and relationship management abilities, alongside the capacity to manage multiple validations under tight deadlines.