Hybrid Senior Credit Risk Modeller (IFRS 9 / ECL)

Dudley Building Society; West Midlands; Hybrid; GBP 45,000 - 50,000; Full time

Benefits offered by this job

Hybrid working

30 days holiday + bank holidays

8% pension contribution

Life assurance 4x salary

Moments that Matter days

Job summary

Dudley Building Society is seeking a Senior Credit Risk Analyst to support credit risk modelling and management information. This temporary 6-month contract will cover maternity leave, with responsibilities spanning ECL models, governance, and risk reporting.

You will work with Product and Analytics teams to influence lending decisions and risk appetite, ensuring robust model documentation and regulatory compliance. Hybrid working between home and Brierley Hill office is offered.

Qualifications

• Experience using the R statistical language.
• Experience with IFRS 9 impairment models or similar.
• Strong analytical and numerical skills to interpret model outputs clearly.
• Understanding of credit risk management information, validation, and governance.
• Good communication style to present insights to stakeholders.

Responsibilities

• Routinely run Estimated Credit Loss models on time and resolve anomalies.
• Monitor and report ECL model outputs (PD, EAD, LGD) with explanations.
• Maintain model documentation, assumptions, validation, and data inputs.
• Update mortgage affordability models with latest information.
• Collaborate with modelling partners to build new ECL iterations.
• Contribute credit risk inputs to forecasts and stress tests (ICAAP/ILAAP).
• Support product and analytics on lending plans within regulatory limits.

Skills

R language

IFRS 9

Analytical skills

Governance awareness

Communication

Education

Maths/Statistics degree

Job description

Dudley Building Society is seeking a Senior Credit Risk Analyst to support credit risk modelling and management information. This temporary 6-month contract will cover maternity leave, with responsibilities spanning ECL models, governance, and risk reporting.

You will work with Product and Analytics teams to influence lending decisions and risk appetite, ensuring robust model documentation and regulatory compliance. Hybrid working between home and Brierley Hill office is offered.