Graduate Credit Risk Modeller: AI, Data & Client Impact

Skillful; Greater London; On-site; GBP 30,000 - 42,000; Full time

Job summary

Skillful, a small founder-led consultancy in Central London, offers graduates an accelerated start in credit risk. You will work alongside the team building credit models for UK lenders and get your work in front of a client within weeks of joining.

Your first year is a full tour of credit risk, IFRS 9 ECL, IRB models, scorecards and validation, with teaching provided as you go. There is room to explore data engineering and applied AI as you progress.

Qualifications

• BSc or MSc in maths, stats, physics, econometrics, engineering, computer science (MSc preferred).
• 2:1 or above.
• Proficiency in Python, R, SAS demonstrated via repo, personal project, dissertation code or competition entry.
• Quantitative work completed (research project, placement or internship).
• Curiosity about lending regulation and credit risk.

Responsibilities

• First year covers IFRS 9 expected credit loss, IRB models, scorecards and validation work.
• From cleaning a raw client extract to writing up results, you’ll see a project through to the end.
• Opportunity to explore data engineering and applied AI; potential to follow that path after months on engagements.
• You'll join client calls early and learn by watching senior colleagues in action.

Skills

Python

R

SAS

Readable code

Education

BSc or MSc in maths/stats/physics/econometrics/engineering/computer science

2:1 or above

MSc preferred

Job description

Skillful, a small founder-led consultancy in Central London, offers graduates an accelerated start in credit risk. You will work alongside the team building credit models for UK lenders and get your work in front of a client within weeks of joining.

Your first year is a full tour of credit risk, IFRS 9 ECL, IRB models, scorecards and validation, with teaching provided as you go. There is room to explore data engineering and applied AI as you progress.