Full job description

Role Title
Senior Modelling Credit AnalystSalary
£50-£60kLocation + 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.