Credit Risk Modeller

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 experienced Credit 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.