Senior Consultant Credit Risk Modelling

Salary

Core Qualifications

Preferred Qualifications

Key Responsibilities

• •Develop quantitative credit risk models, including A-IRB, IFRS 9, stress testing and ESG models, from data and methodology through to documentation.
• •Write and review model code in Python, and work with client data in Databricks or a comparable environment.
• •Own defined workstreams within larger model development programmes and deliver them to plan.
• •Act as day-to-day client contact on the work you own, keeping stakeholders informed and expectations clear.
• •Apply CRD, CRR and EBA Guidelines requirements to concrete model design and validation choices.
• •Validate and challenge existing models, and translate findings into practical recommendations.
• •Test assumptions with colleagues and clients, and flag risks to the engagement early.
• •Coach and support consultants in your area of expertise, reviewing their work and explaining the reasoning behind it.
• •Contribute to the practice's credit risk knowledge through internal training, reusable tooling and written material.
• •Support proposals and scoping conversations with the material and analysis they need.
• •Contribute to internal initiatives that strengthen the Financial Risk practice and the wider One Zanders culture.