Manager - Credit Loss Modelling

About the role

Join the Credit Modelling team to lead the development and governance of Credit Risk Capital Models. You will work closely with the Head of Credit Loss Modelling, shape strategic direction, and engage senior stakeholders across key projects.

Key responsibilities

• Drive delivery and shape the strategic direction of the Credit Loss Modelling team.
• Manage and engage senior stakeholders across key projects.
• Lead the development and maintenance of credit models.
• Build and maintain the framework and components required for strong model governance.
• Manage interactions with 2nd line, internal and external audit, and regulators on model governance matters.

Required profile

• Advanced quantitative background with an advanced degree in mathematics, statistics, actuarial studies, engineering, or computer science.
• Extensive experience in IRB model development, monitoring or validation, and solid understanding of financial markets and regulatory requirements.
• 4+ years’ experience in financial services, preferably investment banking or trading environments.
• Strong stakeholder management and communication skills.
• Demonstrated tenacity, flexibility, and ability to work autonomously or collaboratively while managing multiple priorities.

Required skills

• Proficiency in R programming.
• Proficiency in Python programming.

What we offer

• Wellbeing leave day per year and up to 5 additional service bonus leave days.
• Up to 20 weeks’ paid parental leave for primary caregivers and 6 weeks for non‑primary caregivers.
• 2 days of paid volunteer leave and donation matching.
• Up to 12 months’ gender affirmation leave, including 6 weeks paid.
• Employee Assistance Program, health checks, flu vaccinations.
• Wide range of salary packaging options.
• Learning and development opportunities, including professional membership reimbursement.
• Hybrid and flexible working arrangements, dependent on role.
• Reimbursement for work‑from‑home equipment.