Credit Risk Modeller

JR United Kingdom; Nechells; On-site; GBP 60,000 - 80,000; Full time

Job summary

A large financial services firm in Birmingham is seeking a Credit Risk Modeller for a 3-month contract. This role involves developing model monitoring solutions for IFRS9 models and requires strong SAS and SQL programming skills. The successful candidates will work with a dedicated team, liaising with internal and external stakeholders to ensure model performance is effectively communicated.

Qualifications

• Experience in IFRS9 and survival models is essential.
• Excellent programming skills in SAS and SQL required.
• Capable of analyzing data with high accuracy.

Responsibilities

• Design, develop and implement model monitoring solutions.
• Agree metrics and measures with Senior Credit Risk Modeller.
• Present findings to stakeholders.

Skills

SAS

SQL

Attention to detail

Communication

Job description

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Credit Risk Modeller, birmingham (aston)

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Client:

Caraffi

Location:

birmingham (aston), United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

3

Posted:

26.06.2025

Expiry Date:

10.08.2025

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Job Description:

Outside IR35 - 3 Month Contract - Birmingham - Two days in the office per week

Our client, a large financial services business in Birmingham, is looking to recruit an experienced contractor to develop and deliver a series of model monitoring solutions for a suite of IFRS9 models related to residential and buy to let mortgage portfolios.

You will:

• Familiarise yourself with available data and models used in IFRS9 with support from the Credit Risk Modelling & Analytics team
• Agree appropriate metrics, measures and tolerances with input from the Senior Credit Risk Modeller
• Design, develop and implement model monitoring solutions necessary to measure and monitor the model performance for the Owner Occupied residential portfolio and the Buy to Let portfolio
• Consider what actions could be taken based upon the results of the model monitoring work
• Build out the segmentation processes to facilitate timely recalibrations
• Liaise with external model validation team to ensure smooth handover of model monitoring code
• Present a summary of the work and findings to stakeholders within the Credit Risk Modelling & Analytics team prior to completion of the contract

Key Skills and Experience:

• Experience in IFRS9 and survival models
• Excellent SAS and SQL programming skills
• Attention to detail enabling production of analysis with a consistently high level of accuracy
• Ability to spot trends and outliers in data
• Good communicator with the ability to present results to a technical and non-technical audience in a clear and concise manner