Credit Risk Modelling Manager
Campion PickworthLondon, England, United Kingdom
Posted January 6, 2026
Full Time
About the Company
Campion Pickworth is a London‑based executive search firm that began as the sole dedicated credit risk and capital specialist and has expanded to cover market risk, operational risk, compliance, data analytics, structured finance, and financial restructuring. The firm partners with hedge funds, investment banks, and consulting firms to source top‑tier talent for permanent and interim positions. Their deep industry expertise and tailored approach enable them to match candidates with organizations’ unique needs, fostering long‑term relationships. Candidates benefit from candid career guidance and access to a broad network of leading financial institutions. Campion Pickworth’s reputation for precision and client focus makes it a trusted partner for both talent acquisition and career advancement.
Job Description
Our client, an established bank, is looking to recruit a Credit Risk Modelling Manager within their London office, with hybrid working. The role will involve managing existing statistical models, developing new models, understanding new and existing data sources and ensuring model compliance against regulatory standards.
Requirements
- Playing a key role in the design, development, implementation and maintenance of IFRS9 Credit Risk models
- Taking ownership for the delivery of individual model development and maintenance tasks
- Delivering quarterly model monitoring to ensure accurate quality assessment of performance and investigating any key areas of concern
- Challenging existing processes and pro-actively identifying and implementing improvements in all areas of phases of technical developments
- Ensuring that all Governance and Compliance requirements are adhered to
- Ensuring that all credit modelling activity meets best practice, policies, standards and where appropriate, ensure compliance with PRA and other regulations
