Model Development Manager

Key Responsibilities:

• Lead the development, enhancement, and implementation of IFRS9 and Basel credit risk models
• Engage with stakeholders to translate business requirements into analytical solutions
• Present modelling results, insights, and recommendations to senior stakeholders
• Ensure compliance with Model Risk Management frameworks and regulatory standards
• Support model validation processes and manage submissions to validation teams
• Drive continuous improvement by enhancing methodologies and staying ahead of industry trends

Job Experience and Skills Required:

• Honours Degree in a quantitative field (Statistics, Mathematics, Econometrics, Actuarial Science, Quantitative Finance, Data Science or similar)

• Minimum 5 years’ experience within a quantitative or credit risk modelling environment
• Proven experience in IFRS9 and/or Basel regulatory modelling
• Experience operating at a senior specialist or management level

• Strong analytical and problem-solving ability
• Advanced stakeholder engagement and communication skills
• Proficiency in SAS (advantageous)
• High attention to detail and ability to work in a fast-paced, high-pressure environment

• Strong understanding of credit risk frameworks and regulatory requirements
• Ability to manage multiple priorities and deliver under tight deadlines

Apply now!