Credit Policy Officer – Director (Dublin/London)

The role

The Director will focus on the independent review and validation of credit rating models and analytical tools. This includes maintaining validation processes and monitoring credit rating performance across asset classes.

What you will do

• Review proposed and existing rating methodologies and evaluate analytical assumptions
• Maintain validation processes and standards for models and tools used by rating teams
• Conduct independent reviews and validations of credit rating models and tools
• Work with analytical teams to address identified weaknesses
• Maintain documentation of model and tool reviews
• Monitor credit rating performance including rating transitions and defaults
• Research credit performance trends, market developments and regulatory requirements
• Collaborate with global Credit Policy, quantitative modeling and analytical teams

Required qualifications

• Bachelor's degree in finance, economics, mathematics, statistics, computer science or another relevant discipline
• Eight or more years of relevant experience in credit risk modeling, credit analysis, model validation or model risk management
• Strong understanding of fundamental credit risk concepts
• Demonstrated ability to assess the conceptual soundness of credit models
• Strong quantitative and analytical skills
• Advanced Excel skills
• Experience with Python or other programming and data analysis tools, such as R or SQL
• Familiarity with artificial intelligence and machine learning
• Strong written and verbal communication skills

Nice to have

• An advanced degree or relevant professional qualification
• Knowledge of credit rating methodologies, model governance and regulatory expectations applicable to credit rating agencies, including the EU regulatory framework
• Experience within a credit rating agency, financial institution or other organization with significant credit risk modeling and validation responsibilities

Benefits

• A flexible hybrid work schedule – Tuesdays, Wednesdays, Thursdays in the office
• Competitive benefits and paid time off
• Paid family and disability leave
• Pension plan
• Educational and professional development financial assistance
• Employee referral bonus program

About the company

KBRA (Kroll Bond Rating Agency, LLC) is a full-service credit rating agency registered with the U.S. Securities and Exchange Commission as an NRSRO. Kroll Bond Rating Agency Europe Limited and Kroll Bond Rating Agency UK Limited are registered as CRAs.