Project Manager – Credit & Market Risk Analyst (Mid-Level)

Overview

risk and regulatory projects

Key Responsibilities

Credit & Market Risk Leadership

• Lead projects on counterparty credit risk for corporate, SME, and financial institution exposures in both banking and trading book contexts.
• Oversee 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.

Project & Delivery Management

• 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

  , ensuring delivery of high-quality solutions on time.
• Apply

  Agile or hybrid methodologies

  to deliver incremental value while managing dependencies across teams.
• Drive stakeholder workshops, requirement gathering, and client presentations for senior management/board audiences.

Technical & Analytical Excellence

• 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 optimisation.

The project may require travelling onsite to GCC, UK or Europe for client projects, and interested candidates should be willing to travel 3 – 6 months a year.

Candidate Profile

• Bachelor’s or Master’s degree in Finance, Economics, STEM, or a quantitative field.
• Professional certifications such as

  CFA, FRM, or MBA

  are strongly preferred.

• 6–10 years’ 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 modelling 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.

Preferred Qualifications

• Experience with

  risk and treasury systems

  (e.g., Murex, Bloomberg, Moody’s Risk Authority).
• Exposure to

  ESG/climate risk frameworks

  and integration into credit and investment risk.
• Familiarity with

  digital transformation of risk functions

  , data warehouse/ data lake programs, CRMS and regulatory tech.
• Experience working under

  both Agile and Waterfall

  delivery methodologies.