Job title: Senior Credit Risk Modelling Analyst

Location: London

Closing date:

Job Summary

To work with the Risk team to ensure the Credit Risk function is robust and managed within the key requirements of the business. They will be responsible for the development of business-critical statistical credit risk models; The role is focused on developing & managing IFRS9 and credit decision models. They will work closely with the business to establish the requirements and support the planning and delivery of projects, whilst helping to drive through improvements. They will also play key role in carrying out model monitoring and data quality.

Key responsibilities

  • Maintain existing models (PD and LGD) by updating to reflect new drivers or trends identified from business MI and wider management
  • Demonstrate a strong aptitude for data modelling, employing statistical techniques and predictive analytics to develop, validate and review IFRS9 and scorecard models that enhance decision-making processes
  • Responsibility of model documentation, implementation, and subsequent monitoring and validation.
  • Data quality reviews
  • Experience working with SAS/ Python and SQL
  • Work on month end/ year end model adjustments and audit disclosures
  • Get involved in building and development of wider analytical and reporting framework that supports broader enterprise-wide activities such as business plan stress testing
  • Any other duties commensurate with the grade and level of responsibility of this post, for which the post holder has the necessary experience and/or training

Skills required

  • Demonstrable experience of working as a Credit Risk Analyst in model development for consumer portfolios
  • Experience building statistical models and applying analytical techniques to develop and/or monitoring scorecards, Basel (PD, EAD, LGD) and/or impairment (IFRS9) modelling
  • Demonstrable experience of SQL. Good knowledge of SAS or Python skills required for model development
  • Highly proficient using Excel and other analysis tools
  • Excellent communication and presentation skills and ability to convey complex ideas/insights to non-technical members of the team
  • Ability to work in an extremely fast paced growing analytics team

Additional Details:

We offer a highly attractive reward package; the typical benefits include:

  • 25 days holiday entitlement increasing with service
  • Pension plan
  • Private medical insurance
  • Group dental insurance
  • Income protection
  • Life assurance
  • Employee referral bonus

We are an equal opportunities employer and positively encourages applications from suitably qualified and eligible candidates regardless of sex, race, disability, age, sexual orientation, gender reassignment, religion or belief, marital status, or pregnancy and maternity.

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