Credit Risk Modelling Manager
Campion PickworthLondon, England, United Kingdom
Posted March 4, 2026
Full Time
About the Company
Campion Pickworth is a London‑based executive search firm that began as the sole specialist in credit risk and capital recruitment and has grown into a leader in financial risk and related domains. The firm sources senior talent across credit risk, market risk, operational risk, compliance, data analytics, structured finance, and financial restructuring for a portfolio of high‑profile clients including hedge funds, big‑four consultancies, building societies, investment banks and technology firms. Its success stems from deep industry knowledge, a proprietary network of experts, and a bespoke, relationship‑driven approach that tailors each search to a client’s unique needs. By offering both permanent and interim placements, Campion Pickworth supports organisations in building high‑performing teams and professionals in advancing their careers.
Job Description
Our client, an established bank, is looking to recruit a Credit Risk Modelling Manager within their London office, with hybrid working.
Requirements
- A degree in a numerate subject with knowledge of advanced statistical and analytical techniques
- Experience in the development of IFRS9 credit risk models in banking, ideally including scorecards or PD/EAD/LGD models
- Knowledge of credit risk management techniques
- Experienced in the extraction and manipulation of data to support risk model development and modelling software tools (e.g. SAS, Python, R) for developing predictive model suites
Benefits
- Competitive salary
- Generous benefits package