Consultant, Risk & Compliance - Credit Risk (Financial Services)

In this role you help financial institutions navigate credit risk challenges by designing tailored strategies, models, and operating frameworks. You’ll work on cross-functional teams to deliver credit risk transformations that align with regulatory expectations and business goals. The work emphasizes quantitative and qualitative analysis, model development and validation, and governance improvements. You’ll engage with clients at senior levels to drive meaningful risk reduction and sustainable performance.

• Develop and implement tailored credit risk strategies, frameworks, and operating models
• Drive delivery across core credit risk project types (Credit Process Optimization, PD/LGD model development/validation, AQR, IFRS 9 impairment frameworks)
• Collaborate with client teams to ensure successful regulatory compliance programs and risk governance redesigns
• Contribute as a key team member in credit risk transformation projects to maximize client impact

• Relevant experience in credit risk within financial services or management consulting
• Experience with credit underwriting, PD/LGD model development or validation, regulatory capital, IFRS 9, or lending operations
• Experience working with or alongside regulatory bodies in supervisory, advisory, or project capacity (a plus)
• Strong analytical and problem-solving skills in quantitative credit risk modelling and financial analysis
• Proficiency in Python or R and AI-assisted analytics
• Financial Institutions experience delivering credit risk projects for major European banks
• Excellent communication skills at the C-suite level and in client relationships
• Fluent German (C1) and English

• communication with senior stakeholders
• client relationship building
• problem-solving
• Python
• R
• AI-assisted analytics