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Senior Credit Risk Modeller

  • Location: Coventry
  • Salary: £70,000 per year
  • Job Type:Permanent

Posted 3 months ago

  • Sector: Credit Risk & Analytics
  • Contact: Nuhaa Mohamed
  • Contact Email:
  • Contact Phone: 0161 883 2762
  • Expiry Date: 20 June 2023
  • Job Ref: NM/10055

About The Role

My Client is on the search for a Senior Credit Risk Modeller as a result of growth that has taken them from strength to strength.

The successful individual will be responsible for the end-to-end development of credit risk models (scorecards, IFRS9 & IRB), to meet regulatory and business requirements, using advanced analytics and statistical modelling techniques.

The role will involve the redevelopment of application and behavioural scorecards, recalibration of our IRB models, and design and development of next generation IFRS 9 models. Looking further forward, the team will expand into developing strategic models that have a wider use in the business.

As part of this role you will be expected to build strong, working relationships within Credit Risk and across the business, presenting results to key stakeholders by developing and delivering papers and presentations.

About You

In your current or previous roles you will have gained significant experience of working with a high degree of autonomy in a highly analytical environment, within modelling and the financial services sector.

Knowledge of credit risk regulatory frameworks; especially Basel Accord for IRB modelling and IFRS9 standards for impairment is highly advantageous.

You will be highly capable with a proactive and innovative approach, identifying opportunities and solutions that deliver incremental business benefit through the leveraging of data and analytics.

You will have impressive inter-personal skills, including the ability to build strong working relationships with stakeholders, and excellent personal impact and influencing skills.

The person we're looking for will also have a proven track record of being able to communicate the results of their quantitative analysis, both verbally and in writing, in a clear and concise manner to a senior, non-technical audience.

You will be degree qualified (minimum 2.1 or equivalent) in a relevant discipline and be experienced in using statistical packages such as SAS or their equivalent as well as having advanced skills in using Microsoft Excel.

Knowledge and experience of programming e.g. in SAS, SQL or VBA and experience of statistical modelling is essential.