Manager – Credit Risk Analytics

A Leading Global Consultancy is seeking a strategic Manager – Credit Risk Analytics to join its financial services practice. In this pivotal role, you will lead the development and implementation of advanced credit risk models for global banking clients. Furthermore, you will provide deep analytical insights into portfolio performance and regulatory capital requirements. Consequently, this position is vital for helping our partners optimize their risk-return frameworks and ensure compliance with IFRS 9 and Basel III standards.

The Manager – Credit Risk Analytics must bridge the gap between complex data science and practical business risk management. Additionally, you will lead multidisciplinary teams to deploy scalable risk solutions and communicate technical findings to senior executive stakeholders. Therefore, the consultancy is looking for a professional with 4 to 7 years of experience in risk modeling. If you are a results-oriented leader with a focus on quantitative excellence, this Manager – Credit Risk Analytics role offers a premier leadership path.

Key Responsibilities

• Lead the end-to-end development, validation, and monitoring of Credit Risk models (PD, LGD, EAD).
• Provide expert guidance on IFRS 9 impairment modeling and stress testing methodologies.
• Analyze large-scale financial datasets to identify emerging trends in credit quality and portfolio risk.
• Collaborate with global client teams to integrate risk analytics into core business strategies.
• Oversee the preparation of detailed technical documentation for regulatory and audit purposes.
• Design and maintain automated risk reporting dashboards using Python, SAS, or SQL.
• Identify opportunities for process improvement and the adoption of Machine Learning in risk monitoring.
• Manage stakeholder relationships and present strategic risk insights to C-suite executives.
• Mentor junior risk analysts and foster a culture of technical rigor and innovation.
• Stay ahead of global regulatory changes impacting the credit risk landscape.

Requirements and Qualifications

• Master’s degree in Finance, Economics, Statistics, or a related quantitative field.
• 4 to 7 years of professional experience in Credit Risk Modeling or Analytics.
• Expert proficiency in SAS, Python, or R and advanced SQL for data manipulation.
• Deep understanding of global regulatory frameworks, including Basel III and IFRS 9.
• Excellent communication skills with the ability to explain complex models to non-technical audiences.