Senior Modelling Credit Analyst

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/ £50000 - £60000 annum

INFO

Salary

SALARY:

£50000 - £60000

Location

LOCATION

Job Type
JOB TYPE

Permanent

Role Title
Senior Modelling Credit Analyst
Salary
£50-£60k
Location + work pattern
Hertfordshire (hybrid working, with 1-2 days per week in the office

THE COMPANY

  • A UK-based financial services business operating within the automotive and consumer finance space.
  • Part of a larger international group, combining the stability of a global organisation with the agility of a smaller UK operation.
  • Regulated under a banking licence, with an expanding credit risk and analytics capability.

THE ROLE

This role will play a key part in building out the credit risk modelling capability in the UK, with initial focus on IFRS 9 models and longer-term exposure to a broader range of credit models.
Specifically, you can expect to be involved in:
  • Ownership, development, enhancement and validation of credit risk models.
  • Redevelopment and ongoing management of IFRS 9 models, including PD, LGD and EAD.
  • Working closely with international stakeholders to transition model ownership into the UK.
  • Supporting ICAAP modelling and stress testing activity.
  • Contributing to future development of scorecards and other credit models over time.

YOUR SKILLS AND EXPERIENCE

  • Experience developing or owning credit risk models within a banking or regulated financial services environment.
  • Strong background in IFRS 9, stress testing, provisioning or capital models.
  • Hands-on experience developing PD and/or LGD models.
  • Programming experience using SAS and/or Python, with confidence working in SAS-based environments.

THE BENEFITS

  • Competitive salary and benefits package.
  • Hybrid working with flexibility on office attendance.
  • Opportunity to take full ownership of models and influence their future development.
  • Exposure to a broad range of credit risk models as the team continues to grow.


THE PROCESS

  • Initial online interview focused on role overview and experience.
  • Technical task followed by a competency-based interview.

HOW TO APPLY

Please register your interest via the apply link on this page.




CONTACT

Pierce Harris

Recruitment Executive

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