Senior Lending Models Architect - IFRS9 & Automation

Sponsor Finder; Greater London; Hybrid; GBP 70,000 - 110,000; Full time

Benefits offered by this job

Onboarding & development

Flexible working

Pension contributions

Discretionary bonus

Private health cover

Life assurance

Family leave policy

Job summary

Allica Bank is seeking a Senior Risk Modeller to join the Modelling team within CPM. You will design and implement IFRS9 impairment models and the decisioning rules behind automated lending, delivering fast, well-controlled credit decisions.

You will move from problem definition through data prep, model development and ongoing monitoring, collaborating with Finance, Credit Risk, Underwriting, and Data teams to support governance and validation.

Qualifications

• 5+ years hands-on risk modelling experience.
• Experience with IFRS9, PD, LGD, SICR.
• Proficient in Python, SQL, Excel and BI tools.
• Experience with GenAI to improve coding productivity.

Responsibilities

• Design, build and refine IFRS9 impairment and lending decisioning models.
• Develop and deploy models in Python across the full lifecycle.
• Perform ad-hoc analyses to optimise policy rules and decisioning flows.
• Produce ongoing monitoring of stability, calibration and performance.
• Recalibrate or redevelop models as portfolio experience grows and drift is detected.
• Lead root-cause investigations of model or decisioning failures.
• Maintain reproducible modelling processes and governance documentation.
• Collaborate with Finance, Risk, Underwriting, Data and Engineering teams.

Skills

Risk modelling

Python

SQL

Excel

GenAI tools

Tools

GenAI tooling

Job description

Allica Bank is seeking a Senior Risk Modeller to join the Modelling team within CPM. You will design and implement IFRS9 impairment models and the decisioning rules behind automated lending, delivering fast, well-controlled credit decisions.

You will move from problem definition through data prep, model development and ongoing monitoring, collaborating with Finance, Credit Risk, Underwriting, and Data teams to support governance and validation.