Credit Risk Modeller

Job Description

CREDIT RISK MODELLER – REGULATORY

£50,000

LONDON

THE COMPANY

This company is an exciting challenger bank who are continuing to grow. They offer a range of unique products as part of their lending book and have an excellent team culture. This role offers the chance to gain great exposure across different models and have a really hands-on role.

THE ROLE

• End-to-End development of IFRS9 models across the bank for a range of products
• Developing challenger models to champion and challenge existing models and frameworks within the bank to push improvements
• Working alongside the finance team on stress testing and wider planning
• Presenting to and interacting with senior stakeholders in the business to provide insight

YOUR SKILLS AND EXPERIENCE

• Experience using SAS/SQL/Python/R
• Knowledge of and experience working with IRB or IFRS9 models is highly desirable
• Experience in end-to-end model development is essential
• Experience in a banking or wider lending environment
• Educated to at least degree level, in a numerate discipline

SALARY AND BENEFITS

• Up to £50,000 base salary
• Pension contribution scheme
• Discretionary bonus
• Hybrid work model
• Private medical care

HOW TO APPLY

Please register your interest by sending your CV to Rosie Walsh through the ‘Apply’ link

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