Credit Risk Consultant

About

We are seeking a Credit Risk Consultant to join a specialist Financial Risk Management consulting team, with a focus on Credit Risk and Capital Management. This role is ideal for a technically strong individual who enjoys working on complex quantitative problems and gaining exposure to a broad range of financial institutions.

You will work in a client‑facing consulting environment, supporting banks and financial services clients with the development, review, and validation of credit risk models used for both regulatory capital and provisioning purposes.

Key Responsibilities

• Support the development, review, and validation of credit risk models, including IFRS 9, scorecards, and regulatory capital models
• Assist with model reviews and audits for provisioning and capital adequacy purposes
• Contribute to the coding, automation, and enhancement of credit risk models
• Support clients across a range of institutions, from smaller local credit providers to large, complex banking environments
• Assist with the documentation and communication of model methodologies, assumptions, and results
• Work collaboratively within project teams in a fast‑paced consulting setting

Key Skills & Attributes

• Solid understanding of modern statistical techniques used in credit risk modelling
• Ability to read, interpret, and write code, with experience in one or more of the following: SAS, Python, R
• Strong analytical and problem‑solving skills
• Comfortable working under pressure and managing multiple workstreams
• Resilient, proactive, and able to work effectively in a team‑based consulting environment
• Strong communication and presentation skills, with the ability to explain technical concepts to both technical and non‑technical stakeholders

Minimum Requirements

• Honours or Master’s degree in a quantitative discipline such as: Quantitative Finance, Mathematics, Statistics, Engineering, Actuarial Science, or similar
• At least 3 year of relevant experience in a quantitative credit risk–focused role