Senior Credit Risk Analyst

2 weeks ago


London, United Kingdom The Curve Group Full time

Job Description

Senior Credit Risk Modelling Analyst

Hybrid working - 1 day a week only required in the office

You must have:

  • At least 18 months experience of working as a Credit Risk Analyst in model development for consumer portfolios, preferably UK mortgages.
  • IFRS9 experience
  • Ideally Python experience but could consider SAS

Role Purpose

The Senior Credit Risk Modelling Analyst will work with the Risk team to ensure the Credit Risk function is robust and managed within the key requirements of the business. They will be responsible for the development of business-critical statistical credit risk models, The role is focused on developing & managing IFRS9 and credit decision models.

Essential skills, knowledge, and experience

  • At least 18 months experience of working as a Credit Risk Analyst in model development for consumer portfolios, preferably mortgages.
  • Experience building statistical models and applying analytical techniques to develop and/or monitoring scorecards, Basel (PD, EAD, LGD) and/or impairment (IFRS9) modelling.
  • Demonstrable experience of SQL. Good knowledge of SAS or Python skills required for model
  • development.

Role Duties

  • Maintain existing models (PD and LGD) by updating to reflect new drivers or trends identified from business MI and wider management.
  • Demonstrate a strong aptitude for data modelling, employing statistical techniques and predictive analytics to develop, validate and review IFRS9 and scorecard models that enhance decision-making processes.
  • Responsibility of model documentation, implementation, and subsequent monitoring and validation.
  • Data quality reviews
  • Experience working with SAS/ Python and SQL.
  • Work on month-end/year-end model adjustments and audit disclosures.
  • Get involved in building and development of wider analytical and reporting framework that supports broader Enterprise-wide activities such as business plan stress testing.

Additional details

Offering a highly attractive reward package; the typical benefits include:

  • 25 days holiday entitlement increasing with service
  • Pension Plan
  • Private Medical Insurance
  • Dental Cover
  • Income Protection
  • Life Assurance
  • Employee Referral Bonus
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