Credit Risk Manager

About the Role:

A leading financial institution is looking for a versatile credit risk manager to join the risk management team. Are you experienced in analysing and monitoring credit risks in loan portfolios? Do you thrive in a rapidly growing, ambitious organization? If so, this could be the ideal role for you. The company is looking to enhance its risk management framework, focusing on credit risks for expanding mortgage portfolios, retail loans, and investments, while ensuring regulatory compliance.

What Will You Do as a Credit Risk Manager?

As a Credit Risk Manager, you will be responsible for assessing credit risks within loan portfolios. By applying your quantitative expertise, you will maintain and improve credit risk models (PD, LGD, EAD) to calculate expected credit losses and develop stress-test scenarios for reporting. You will be tasked with creating and managing the credit risk dashboard, monitoring risk limits. Ensuring compliance with EBA guidelines is a key part of your role.

You will participate in projects to improve data quality and automation of risk reports, maintaining and developing risk policies and procedures. The role offers a dynamic and varied set of challenges, providing opportunities to act as a back-up and sparring partner across other risk domains when needed.

Key Responsibilities:

• Manage credit and climate risks within the investment portfolio.
• Ensure third-party loans comply with lending frameworks.
• Help expand the investable universe by identifying new assets and creating risk frameworks.
• Monitor the credit risk profile and produce regulatory reports (eg, ICAAP, SREP).
• Maintain, improve, and review models used for monitoring, stress testing, and ECL calculations (PD, LGD, and EAD).
• Conduct stress testing and support the recovery plan.
• Improve data quality and automate risk reports.
• Address interest rate and liquidity risks as needed.
• Work on a wide range of financial risks in a versatile role

What do we expect?

• Higher education with a quantitative affinity
• Sound knowledge of credit risk analysis
• About 5 years (medior) or 10 years (senior) of relevant working experience, within the financial sector
• Analytical skills and an eye for detail
• Strong communication skills, both oral and written

Michael Bailey International is acting as an Employment Agency in relation to this vacancy.