Manager - Credit Loss Modelling

About the job

Join our Credit Modelling team as a key person in the team responsible for the Credit Risk Capital Models for the Organisation.

We are a global financial services group with a long track record of profitability. You're empowered to shape a career that is fulfilling and creates value. You will bring your insights and expertise to the task at hand and feel supported as you make your own kind of impact for a better future.

What role will you play?

In this role, you will be working closely with the Head of Credit Loss Modelling to drive delivery and shape the strategic direction of the Credit Loss Modelling team. You will be managing and engaging senior stakeholders across key projects and will lead the development and maintenance of Credit models. You will also be building out the framework and underlying components required for strong model governance, while effectively managing interactions with 2nd line, internal and external audit, and regulators on all matters related to the governance of Credit and CCR models.

What You Offer

Advanced quantitative background with strong technical expertise, supported by an advanced degree in fields such as mathematics, statistics, actuarial studies, engineering, or computer science

Extensive experience across IRB model development, monitoring and/or validation, with solid understanding of financial markets, regulatory requirements, and numerical/stochastic methods

4+ years' experience in financial services, ideally within investment banking or trading environments with strong stakeholder management and communication skills

Proficiency in programming, particularly in R and Python

Demonstrated tenacity, flexibility, and the ability to work autonomously or collaboratively while managing multiple priorities simultaneously

We love hearing from anyone inspired to build a better future with us — if you're excited about the role or working with us we encourage you to apply.

Benefits

You're empowered to shape a career that's rewarding in all the ways that matter most to you. Employees can access a wide range of benefits which, depending on employment type, include:

1 wellbeing leave day per year

Up to 5 additional service bonus leave days per year

Paid parental leave for primary and non-primary caregivers, with transition leave upon return to work

Paid volunteer leave and donation matching

Extended gender affirmation leave, including paid leave

Access to an Employee Assistance Program and wellbeing benefits such as health checks and flu vaccinations

Access to a wide range of salary packaging options

Access to learning and development opportunities, including reimbursement for professional membership or subscription

Hybrid and flexible working arrangements, dependent on role

Reimbursement for work from home equipment