Job Description

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


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