Senior Modelling Credit Analyst

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.