Senior Credit Risk Modelling (H/M/X)

From Manpower are looking for a Senior Credit Risk Modelling professional to join a high-level risk modelling team within an international banking group.

Responsibilities:

• Design and develop credit risk models (PD, LGD, CCF) for corporate portfolios
• Ensure models are properly documented and implemented in production
• Perform model performance monitoring and back-testing
• Stay up to date with regulation and best practices in credit risk modelling

Requirements:

• Master’s degree (or higher) in Mathematics, Statistics, Economics, Econometrics or similar
• 5+ years of experience in credit risk modelling within banking or financial services
• Proven experience developing models end-to-end (not just validation)
• Strong SAS programming skills
• Fluent English
• Comfortable working in international teams

What’s on offer