Senior IFRS9 & Lending Models Architect

Allica Bank; Milton Keynes; Hybride; GBP 90 000 - 120 000; Plein temps

Avantages offerts par ce poste

Full onboarding support and continued\

Résumé du poste

Allica Bank is seeking a hands-on Modelling Lead to build and monitor IFRS9 impairment models and decisioning models for automated lending. You will work across Finance, Credit Risk, Underwriting and Engineering to translate business needs into scalable data solutions.

You will develop in Python, perform data prep and feature engineering, and lead ongoing model validation, recalibration and governance. Hybrid working and strong collaboration are core to the role at Allica Bank.

Qualifications

• 5+ years hands-on risk modelling experience using statistical and ML techniques.
• Experience with IFRS9 impairment models and credit policy rules.
• Strong data manipulation and feature engineering skills.
• Ability to communicate complex concepts to varied stakeholders.

Responsabilités

• Design, build and refine IFRS9 and ML models for credit risk and automated lending.
• Develop and deploy models in Python across the full lifecycle.
• Perform ad-hoc analyses to optimise policy rules and decisioning flows.
• Monitor model performance, calibration and segmentation over time.
• Document models, rules and changes to governance standards.

Connaissances

Risk modelling

Python programming

SQL data extraction

Excel & BI tools

IFRS9 knowledge

GenAI for coding

Stakeholder comms

Outils

Python

SQL

Excel

BI tools

GenAI

Description du poste

Allica Bank is seeking a hands-on Modelling Lead to build and monitor IFRS9 impairment models and decisioning models for automated lending. You will work across Finance, Credit Risk, Underwriting and Engineering to translate business needs into scalable data solutions.

You will develop in Python, perform data prep and feature engineering, and lead ongoing model validation, recalibration and governance. Hybrid working and strong collaboration are core to the role at Allica Bank.