Senior Credit Risk & Modelling Consultant

RSM UK; Greater London; Hybrid; GBP 65,000 - 95,000; Full time

Benefits offered by this job

Study Support

Hybrid Working

26 Days Holiday

Wellbeing Benefits

On-demand Courses

Job summary

RSM UK is seeking a hands-on Quantitative Analytics & Risk Modelling Senior Consultant with 3 years’ experience to build, validate, and enhance statistical and machine learning models that drive credit decisioning, portfolio monitoring, capital computation, and impairment forecasting.

You’ll partner with Risk, Product, and Data teams to ship robust models from development into production, with clear governance and documentation and a proactive stance on risk management.

Qualifications

• Bachelor’s or Master’s in statistics, mathematics, econometrics, data science, computer science, or related field
• 3 years in credit risk modelling/analytics within a bank, lender, or consulting firm
• Exposure to Python, SAS, SQL, R and dashboarding in Power BI or Tableau
• Solid understanding of PD/LGD/EAD, IFRS 9 impairment, and Basel III/IV IRB concepts
• Experience with segmentation, curing/roll rates, delinquency/collections strategies, and provisioning mechanics
• Ability to translate complex model behaviour into business-friendly narratives and visuals and to frame hypotheses, design robust experiments, and explain results succinctly

Responsibilities

• Delivering models that raise approval quality and reduce bad debt without stifling growth
• Enhancing IRB capital estimates and IFRS 9 ECL accuracy, improving RWA efficiency and P&L predictability
• Streamlining analytics pipelines, cutting time-to-insight and enabling faster product iterations
• Establishing clear monitoring and early‑warning indicators, reducing model risk and surprise losses
• Producing audit‑ready documentation and evidence, lowering supervisory findings and remediation costs

Skills

Python

SAS

SQL

R

Dashboarding

Education

Bachelor’s or Master’s in Statistics/Mathematics/Econometrics/Data Science/CS

Tools

Power BI

Tableau

Job description

RSM UK is seeking a hands-on Quantitative Analytics & Risk Modelling Senior Consultant with 3 years’ experience to build, validate, and enhance statistical and machine learning models that drive credit decisioning, portfolio monitoring, capital computation, and impairment forecasting.

You’ll partner with Risk, Product, and Data teams to ship robust models from development into production, with clear governance and documentation and a proactive stance on risk management.