IFRS 9 Credit Modelling Analyst

Hampshire Trust Bank; City of Westminster; Hybrid; GBP 60,000 - 75,000; Full time

Job summary

A financial institution in the United Kingdom is seeking a technically skilled IFRS 9 Credit Modelling Analyst. The role focuses on developing and maintaining credit risk models, ensuring compliance with IFRS 9, while delivering analytical insights to support strategic decision-making. Candidates should have experience in credit risk modelling, strong statistical background, and proficiency in SAS and Excel. The position offers competitive remuneration, including bonuses, medical insurance, and hybrid working arrangements.

Benefits

Discretionary annual bonus

Private Medical Insurance

25 days annual leave

Study support

Hybrid working

Pension scheme

Cycle to Work Scheme

Qualifications

• Experience in credit risk modelling, ideally with exposure to IFRS 9.
• Strong statistical and mathematical background.
• Proficiency in SAS and advanced Excel.

Responsibilities

• Develop and maintain IFRS 9 credit risk models.
• Support quarterly expected credit loss production.
• Conduct model performance assessments and implement enhancements.

Skills

Credit risk modelling

SAS

Advanced Excel

Statistical analysis

Problem-solving

Communication skills

Job description

We're looking for a technically skilled and analytically driven IFRS 9 Credit Modelling Analyst to join our Model Development team. This role is central to maintaining and enhancing the bank's credit risk models, supporting IFRS 9 compliance, and delivering insights that shape strategic decision‑making. You'll work closely with internal stakeholders and auditors, using advanced modelling techniques to ensure our risk frameworks remain robust, efficient, and forward‑looking.

Responsibilities

• Develop and maintain IFRS 9 credit risk models (linear/logistic regression)
• Support quarterly expected credit loss production and monitoring
• Conduct model performance assessments and implement enhancements
• Collaborate with internal validation teams and ensure regulatory compliance
• Extract and manipulate data from internal systems and the Data Warehouse
• Provide analytical support to front‑line teams and risk functions
• Maintain efficient data structures for model management
• Contribute to bespoke analytics and risk profiling
• Stay up to date with alternative modelling techniques and software

Who You'll Work With: You’ll collaborate with the Head of Model Development, Credit Risk Analytics, Finance, IT, and external auditors.

Qualifications & Experience

• Experience in credit risk modelling, ideally with exposure to IFRS 9
• Strong statistical and mathematical background
• Proficiency in SAS and advanced Excel
• Experience in data extraction, preprocessing, and model testing
• Excellent communication and presentation skills
• Ability to summarise complex insights for non‑technical stakeholders
• Strong problem‑solving and analytical mindset

Competitive Remuneration & Benefits

• Discretionary annual bonus
• Annual pay review
• Private Medical Insurance (Bupa)
• Mental health & wellbeing support via YuLife & Bupa
• 25 days annual leave (increasing with service) + Holiday Buy Scheme
• Cycle to Work Scheme & Green Car Scheme
• Enhanced family leave policies
• Study support & professional membership
• Hybrid working (50/50)
• YuLife Rewards – discounts on retail, lifestyle & experiences
• Pension scheme – 8% employer contribution (non‑contributory)
• Interest‑free season ticket loan
• Annual volunteering day & Net Zero employer commitment