Senior Manager, Credit and Capital

Description Of The Role And Purpose Of The Job

Seeking quantitatively inclined individuals with experience of managing teams and mentoring junior staff. The role will be for a Senior Manager in credit risk modelling.

Key Responsibilities

• Supporting with the organization and execution of the development and validation of credit risk models (impairment and capital) for provisioning and capital adequacy purposes.
• Supporting with other credit strategic engagements to assist clients with enhancing their credit risk management capabilities.
• Potential involvement with capital management and balance sheet management engagements, including ICAAP, Risk Appetite, Economic Capital modelling etc.
• Potential involvement with Financial Instrument valuations and financial modeling for loan book portfolios and corporates.
• Engaging with a vast client-base within the financial services industry, including banks, development finance institutions, micro-lenders and retailers.

Skills And Attributes Required For The Role

• Relevant experience within a quantitative credit risk-based role
• Well versed in contemporary statistical techniques and practices in credit risk modelling.
• Able to read, interpret and create software code, and relevant experience with modern computing languages related to credit risk modelling (e.g., SAS, Python, or R)
• Strong organisational and time management skills
• Proven track record of managing and delivering workstreams
• Experience of managing teams, coaching and mentoring junior staff
• Able to work effectively in a fast-paced environment with conflicting priorities and deadlines.
• Good presentation and communication skills with ability to articulate quantitative concepts to both technical and non-technical individuals and be able to engage senior management and clients

Minimum requirements to apply for the role (including qualifications and experience):

• A Hons or Masters degree in a quantitative discipline such as Quantitative Finance, Mathematics, Statistics, Actuarial or equivalent
• Relevant experience within a quantitative credit risk-based role would be desired with at least 8 or more years of experience.
• FRM (GARP) advantageous
• SAS systems skills would be required. Python and R advantageous
• Must have strong communication skills at articulating quantitative concepts to both technical and non-technical individuals and be able to engage senior management and clients.
• Must have a proven track record to deliver complex projects