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 #J-18808-Ljbffr