Job Title: Credit Risk Modeller (Quantitative Analyst)
Location: Europe (Remote)
Employment Type: Full-Time
Client: A leading global consulting firm

About the Role

Our client, a prestigious global consulting firm, is seeking a highly skilled and experiencedCredit Risk Modeller with strong quantitative expertise and a deep understanding of credit risk models. This is an exciting opportunity to join a dynamic team and work on high-impact projects, delivering innovative risk management solutions to a diverse range of clients across industries.

As a specialist recruitment agency, we are partnering with this esteemed firm to identify a talented individual who can contribute to the development and implementation of advanced credit risk models, ensuring compliance with regulatory standards and driving strategic decision-making for their clients.

Key Responsibilities

Develop, validate, and implement credit risk models, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
Conduct quantitative analysis and statistical modelling to assess credit risk and support client decision-making processes.
Ensure compliance with regulatory requirements (e.g., Basel III, IFRS 9) and industry best practices in credit risk modelling.
Collaborate with cross-functional teams to design and deliver tailored risk management solutions for clients.
Perform model validation, stress testing, and scenario analysis to evaluate model performance and robustness.
Prepare detailed technical documentation and reports for internal and client use.
Stay updated on industry trends, regulatory changes, and advancements in credit risk modelling techniques.
Provide expert advice and guidance to clients on credit risk management strategies and model implementation.

Qualifications and Experience

Advanced degree (Masters or PhD) in a quantitative field such as Mathematics, Statistics, Economics, Finance, or a related discipline.
Proven experience (3+ years) in credit risk modelling within a consulting, banking, or financial services environment.
Strong knowledge of credit risk models (PD, LGD, EAD) and regulatory frameworks (Basel III, IFRS 9).
Proficiency in programming languages such as Python, R, SAS, or MATLAB for quantitative analysis and model development.
Experience with data analysis, statistical modelling, and machine learning techniques.
Excellent problem-solving skills and the ability to translate complex concepts into actionable insights.
Strong communication and presentation skills, with the ability to engage effectively with clients and stakeholders.
Professional certifications such as FRM, CFA, or PRM are a plus.

Whats on Offer

Competitive salary and benefits package.
Opportunity to work with a globally recognized consulting firm on high-profile projects.
Collaborative and innovative work environment.
Career growth and professional development opportunities.

How to Apply

If you are a motivated and experienced Credit Risk Modeller with a passion for quantitative analysis and risk management, we would love to hear from you. Please submit your CV and a cover letter detailing your relevant experience and achievements.

Behman & Bergman is an equal opportunity employer. We celebrate diversity and are committed to creating an inclusive environment for all candidates.

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Behman & Bergman Limited