Credit Risk Manager

We are looking for an experienced Credit Risk Manager to join an international team responsible for the development, validation, and monitoring of credit risk models. This role is ideal for professionals with strong expertise in credit risk methodologies, regulatory frameworks, and model performance assessment.

Responsibilities

• Develop, validate, and monitor credit risk models in line with regulatory and business requirements.
• Perform model validation activities, including backtesting and performance analysis.
• Work with IRB (PD, LGD, CCF) and/or IFRS 9 credit risk methodologies.
• Analyze model effectiveness and identify opportunities for improvement.
• Collaborate with cross-functional teams to ensure compliance with internal standards and regulatory expectations.
• Present findings and recommendations to technical and business stakeholders.

Requirements

• Proven experience in Credit Risk Modelling and/or Model Validation.
• Strong knowledge of IRB models (PD, LGD, CCF) or IFRS 9 frameworks.
• Hands-on experience conducting backtesting and model performance validation.
• Excellent communication and stakeholder management skills.
• Proactive, self-driven, and analytical mindset.
• Fluent English (French or Dutch is considered an advantage).

Nice to Have

• Experience working in banking, financial services, or risk consulting environments.
• Familiarity with regulatory requirements related to credit risk modelling.
• Experience collaborating with international teams.