Lead Credit Risk Modeller

4 weeks ago


Durham, Durham, United Kingdom Atom Bank Full time
About the Role

We're seeking a highly skilled Lead Credit Risk Modeller to join our team at Atom Bank. As a key member of our Risk function, you'll play a critical role in enhancing our credit risk modelling capability.

Your primary focus will be on developing and implementing predictive models, segmentation strategies, optimisation algorithms, and data mining analysis to support our IRB accreditation journey.

You'll work closely with our Risk team to deliver end-user solutions, provide peer review and challenge to analysis and models, and collaborate with cross-functional teams to gather and analyse relevant data.

Key responsibilities include:

  • Developing and implementing predictive models to support application or behavioural credit risk scoring, IRB, IFRS9, scorecards, pricing, and price elasticity.
  • Assessing IRB regulation within the CRR, SS11/13, EBA GL's, PRA Rulebook, and Basel 3.1 for residential mortgages or business loans.
  • Ensuring predictive models support regulatory and compliance initiatives within Risk.
  • Delivering analysis to support key strategic projects and regular reporting requirements.
  • Collaborating with cross-functional teams to gather and analyse relevant data for modelling purposes.

Requirements

To be successful in this role, you'll need:

  • Experience with IRB regulation (CRR, SS11/13, EBA GL's, PRA Rulebook, and Basel 3.1).
  • Experience in using modelling techniques such as collaborative filtering, support vector machines, neural networks, linear and logistic regression, decision trees, and random forests.
  • Experience of data analysis tools such as SQL, R, Python, SAS, or similar.
  • Good communication skills to present analysis at all levels of the business and to non-specialists.
  • A self-starter with excellent time management skills.

What We Offer

We're proud to offer a range of benefits, including:

  • Flexible Hybrid & Remote working.
  • 4-day work week.
  • Annual Share Option - performance-related.
  • Incredibly generous company pension scheme.
  • 'All About Me' fund: £200 per year to spend on personal development.
  • 22.5 days annual leave plus public holidays.
  • Private Medical Insurance, Health Cash Plan, and Life Insurance.
  • Electric Vehicle Scheme.


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