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Modelling Analyst

  • Location: United Kingdom
  • Salary: Up to £45K per year
  • Job Type:Permanent

Posted about 1 month ago


Job Description:

Our Client is on the search for a Modelling Analyst to work closely with the Finance and the Credit risk teams to provide support to monitor, maintain, and develop the IFRS 9 modelling suite. A key element of the role will be supporting with the BAU month-end model runs, whilst also looking for opportunities to develop and continuously improve the performance of the models.

Role Responsibilities:

• Understand all components of the new IFRS 9 modelling suite.

• Support month-end model runs.

• Monitor the modelling suite to identify emerging trends in the data and identify areas of weakness which require intervention.

• Enhance segmentation, and support the models manager with model validation findings, internal controls and model monitoring.

• Work with BI/MI teams to understand how we use their data and identify opportunities to improve efficiency and data accuracy.

• Provide fast and high-quality data and analysis explaining the key drivers of outputs from the IFRS 9 modelling suite. Regular use of SQL, SAS and excel.

• Help identify and solve data issues.

• Support regular model recalibrations.

• Working closely with internal and external model review teams to provide documentation and analysis to support model assurance.

• Driving a culture of continuous change and improvement.

• Adhere to the FCA conduct rules.


• Proven experience with SQL

• Exposure to SAS (Base/EG/Miner)

• Strong Excel skills together with analytical capability

• Knowledge of IFRS 9, Basel models or credit risk modelling will be beneficial in this role

• Working knowledge of PD, EAD and LGD models

• Degree in a numerate or analytical subject (Mathematics, Statistics, Computer Science, Economics, Physics, Engineering, Accounting, Finance or similar).

• Ability to work to tight deadlines, delivering practical solutions and perform in a pressurised environment.

Please note, should feedback not be received within 28 days due to the large volume of applications, unfortunately, your application has been unsuccessful. However, we may be in touch with similar relevant opportunities.