Senior Credit Risk Modeller: Lead Modelling Transformation

Harnham; Greater London; On-site; GBP 90,000 - 110,000; Full time

Benefits offered by this job

Opportunity to lead high-impact projects

Exposure to diverse credit portfolios

Collaborative work environment

Job summary

Harnham is seeking a Senior Credit Risk Modeller for a 6-month FTC in London. You will lead the redesign and enhancement of credit risk models, ensuring compliance with regulatory requirements. This hands-on role allows for significant ownership across technical delivery and stakeholder engagement.

Key responsibilities include managing model lifecycle processes and collaborating with various teams. Strong experience in developing credit risk models and proficiency in Python or R are essential.

Qualifications

• Strong experience developing credit risk models like scorecards and stress testing.
• Solid understanding of key risk metrics.
• Proficiency in Python or R for modelling and data analysis.

Responsibilities

• Lead redevelopment of credit risk rating and stress testing models.
• Design and implement expected loss frameworks across portfolios.
• Enhance model risk sensitivity and improve overall model performance.

Skills

Developing credit risk models

Understanding of PD, LGD and EAD

Proficiency in Python or R

Experience with large datasets

Communication of technical concepts

Tools

SQL

Excel

Job description

Harnham is seeking a Senior Credit Risk Modeller for a 6-month FTC in London. You will lead the redesign and enhancement of credit risk models, ensuring compliance with regulatory requirements. This hands-on role allows for significant ownership across technical delivery and stakeholder engagement.

Key responsibilities include managing model lifecycle processes and collaborating with various teams. Strong experience in developing credit risk models and proficiency in Python or R are essential.