Lead Modelling Analyst

Metro Bank; City Of London; Hybrid; GBP 60,000 - 80,000; Full time

Job summary

A leading UK bank is seeking a Lead Modelling Analyst to enhance its Model Development Team. You will be involved in developing statistical credit risk models and supporting scoring models. The ideal candidate has experience with predictive modelling and SAS. This role offers competitive pay, an annual bonus, a generous benefits package, and opportunities for hybrid working.

Benefits

Competitive salary

Discretionary annual bonus

Generous holiday allowance

Attractive pension scheme

Healthcare

Life assurance

Colleague discounts

Qualifications

• Experience with statistical credit risk models development.
• Understanding of application and behavioural scorecards.
• Knowledge of PD, EAD, LGD & modelling.

Responsibilities

• Develop business-critical statistical credit risk models.
• Support development of credit risk models and scorecards.
• Assist with impairment modelling (IFRS9).

Skills

Predictive modelling

Programming techniques (SAS)

Attention to detail

Credit risk models

Tools

Microsoft Office

Job description

As the Lead Modelling Analyst, you will have wide ranging responsibilities and will play a vital role in the deliveries of the Model Development Team as it meets the evolving needs of the Bank.

• Heavily involved in the development of business-critical statistical credit risk models
• Support the development of application and behavioural scorecards
• Support with PD, EAD, LGD & modelling
• Impairment (IFRS9) modelling using the above and suitable SICR criteria
• Assist with the development, monitoring and reviewing of credit risk models
  Knowledge of predictive modelling and programming techniques ideally with SAS
• Proficient in Microsoft Office suite
• Excellent attention to detail combined with proactive behaviours
• Experience of one or more of the following as well as having the analytical techniques to develop these, Scorecard Development, PD, EAD LGD & modelling or Impairment (IFRS9) modelling
• Understand the risks associated with your job and what that means for you, Metro Bank.

  At Metro Bank, we believe the best banking experience starts with people who genuinely care. We're not just delivering banking services - we're building trust through authentic connections. Here, our people come first; our colleagues are part of a team that values individuality, collaboration, and long-standing relationships. We are also all about balance so most of our jobs offer the opportunity for hybrid working built around your role and home life, wherever possible.

  We will make sure that you are well-rewarded by providing you with a competitive salary, discretionary annual bonus, and a wide range of benefits, including generous holiday allowance, attractive pension scheme, healthcare, life assurance, and a number of colleague discounts!

• We will give you the training to ensure you succeed in your role and plenty of internal opportunities to progress your career (around 40% of our recruitment comes from internal promotions!