Credit Risk Modelling Manager / Assistant Manager

SUMMARY:
Now Hiring: A Credit Risk Modelling Manager / Assistant Manager.

POSITION INFO:
Are you looking to step into a role where your credit risk modelling expertise makes a measurable impact? We are looking for Assistant Managers and Managers, to join a growing Credit Risk & Capital Management team within a leading Financial Risk Management environment.

About the Role:

• Develop and review credit risk models for provisioning and regulatory capital requirements (e.g., IFRS 9 and scorecards).
• Support planning, budgeting, execution, and close-out phases of projects.
• Assist with coding and automating financial risk models using Python, R, or SAS.
• Contribute to a coaching-focused culture, empowering team members to share ideas and challenge constructively.
• Gain exposure to a wide range of modelling techniques used by both local and globally systemically important banks.

• Relevant experience in quantitative credit risk modelling.
• Strong foundation in contemporary statistical techniques for credit risk.
• Coding experience with SAS, Python, or R.
• Excellent organizational and time management skills.
• Track record of managing small workstreams and mentoring junior staff.
• Ability to articulate quantitative concepts to technical and non-technical audiences.
• Comfortable working in a fast-paced, deadline-driven environment.

• Honours or Master’s Degree in Quantitative Finance, Mathematics, Statistics, or a related quantitative discipline (FRM advantageous).
• At least 5 years’ experience in credit risk.

• Work with a team of diverse quantitative specialists across actuarial, statistics, mathematics, and engineering disciplines.
• Gain exposure to the latest technologies and approaches in financial risk modelling.
• Build your expertise within a collaborative and empowering culture.