Back to Job Search

Senior Credit Risk Modelling Analyst- IRB, IFRS9

  • Location: West Midlands
  • Salary: £60,000 - £70,000 per year
  • Job Type:Permanent

Posted 14 days ago

An exciting opportunity to join a well recognised business as a Senior Credit Risk Modelling Analyst. 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.

Role Responsibilities:

·         Redevelopment of application and behavioural scorecards

·         Recalibration of IRB models

·         Design and development of the next generation IFRS 9 models

·         Developing strategic models that have a wider use in the business.

·         Build strong, working relationships within Credit Risk and across the business

·         Presenting results to key stakeholders by developing and delivering papers and presentations.

Role Requirements:

·         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.

·         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.

·         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.


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.If you would like this job advertisement in an alternative format, please contact MERJE directly.