Project Manager Credit & Market Risk Analyst

Role Overview: You will be leading risk and regulatory projects across banking, insurance, and investment sectors at ALP, an AI-native consulting and risk analytics firm. Your expertise in Credit & Market Risk, regulatory frameworks (Basel III/IV, IFRS 9, ICAAP/ILAAP), and hands-on experience in quantitative analytics and model development will be crucial. Your role will involve combining technical depth (Python, R, SQL) with project management skills to deliver solutions directly to senior stakeholders. The successful candidate will have the opportunity to work on risk transformation projects with banks and insurers. Key Responsibilities: - Lead projects on counterparty credit risk for corporate, SME, and financial institution exposures in banking and trading book contexts. - Oversee the design, development, enhancement, and validation of credit risk models (PD, LGD, EAD) and market risk models (VaR, sensitivities, stress testing). - Support regulatory deliverables (ICAAP/ILAAP submissions, Basel compliance, IFRS 9 impairments) and build pitch books for risk transformation projects with banks and insurers. - Manage end-to-end risk and regulatory engagements, including planning, execution, resource allocation, and client communication. - Act as the bridge between quant teams, engineering, and business stakeholders to ensure delivery of high-quality solutions on time. - Apply Agile or hybrid methodologies to deliver incremental value while managing dependencies across teams. - Collaborate with Quant, Data, and UI/UX teams to build, automate, and scale risk models, reports, and dashboards. - Leverage Python (preferred), R, SQL, and advanced Excel for data-driven analysis, stress testing, and regulatory reporting. - Provide insightful analytics to support decision-making in capital adequacy, risk appetite, and portfolio optimization. Qualification Required: - Bachelors or Masters degree in Finance, Economics, STEM, or a quantitative field. - Professional certifications such as CFA, FRM, or MBA are strongly preferred. - 6-10 years of experience in Credit and/or Market Risk roles at consulting firms, banks, or large financial institutions. - Proven ability to manage risk transformation programs and deliver client-facing solutions. - Strong technical expertise in Python, R, SQL, and Excel for quantitative modeling and automation. - Deep knowledge of Basel III/IV, IFRS 9, ICAAP, ILAAP, stress testing, capital adequacy, and risk governance. - Solid understanding of derivatives, structured products, and risk reporting frameworks. - Excellent communication skills to engage with senior stakeholders and produce high-quality reports/presentations.,