Senior Credit Risk Modelling Analyst

TN United Kingdom; Greater London; Hybrid; GBP 50,000 - 60,000; Full time

Job summary

A leading organization in finance is seeking a skilled professional to join their team, focusing on developing credit risk and pricing models. The role involves working on regulatory requirements and leading a team in a hybrid work environment. Ideal candidates will have substantial experience in risk management and data analysis, with proficiency in Python, SAS, SQL, or R.

Qualifications

• 4+ years' experience in risk, analytics or data science for banks.
• Significant experience leading a team and delivering projects.

Responsibilities

• Developing credit risk and pricing models for regulatory and business purposes.
• Validating models on design, performance, and implementation.

Skills

Risk Management

Data Analysis

Communication

Tools

Python

SAS

SQL

R

Job description

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Client:

MERJE

Location:

Job Category:

Finance

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EU work permit required:

Yes

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Job Reference:

0cbc879447ed

Job Views:

3

Posted:

14.05.2025

Expiry Date:

28.06.2025

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Job Description:

Up to £60K

London/ Leeds/ Edinburgh (Hybrid)

A great opportunity to join a well known organisation who are passionate about what they do and are at an exciting time of growth and expansion.

Key Responsibilities:

• Developing credit risk and pricing models, used for regulatory and business purposes.
• Validating and challenging these models on areas such as model design, model performance and model implementation.
• Stress testing exercises, ranging from operational execution to model development and validation.
• Processing large credit risk datasets and assessing or improving data quality.
• Integration of ESG across data, models (IRB, IFRS 9, stress testing) and risk processes.
• Interpretation and implementation of regulatory requirements and supervisory expectations.
• Remediation of supervisory findings (ECB/DNB).
• Ad-hoc assistance on business development activities, e.g. client events / roundtables, client meetings, workshops, pitching, drafting proposals and creating marketing material.
• Presenting and discussing results with senior management.

Key Requirements:

• You bring 4+ years' experience in risk, analytics or data science for banks, obtained by working for a bank, consulting firm or regulatory body.
• You bring significant experience leading a team and delivering projects while providing guidance and leadership to colleagues.
• You have deep technical experience on financial risk management and hands on experience in development, validation and implementation of IRB, IFRS 9 or Stress Testing models.
• You are experienced with data processing and analysing (large) datasets using Python, SAS, SQL or R.
• You have detailed knowledge of UK or European (prudential) regulation and supervision at banks.
• You are a strong communicator both verbally and written, with the ability to break down complex topics into simple solutions and ideas.
• You have a good command of the English language.
• You are passionate about the business impact of analysis, driven by continuous improvement and attention to detail.

Send your CV to nmohamedmerje

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