Senior Lending Models Specialist (IFRS9 & ML)

Allica; Milton Keynes; Hybrid; GBP 70,000 - 110,000; Full time

Benefits offered by this job

Private health cover

Pension contributions

Discretionary bonus scheme

Life assurance

Family friendly policies including M&D

Job summary

Allica Bank is seeking a hands-on Modeller to design, implement and optimise IFRS9 impairment models and related decisioning rules for automated lending. You will work across Finance, Credit Risk, Underwriting, Data and Engineering to deliver reliable, scalable credit solutions.

You will lead model development in Python, perform data prep and feature engineering, and monitor ongoing performance with governance in mind. Hybrid working options are available in the UK.

Qualifications

• You have at least 5 years hands-on risk modelling experience.
• You are comfortable with large data sets and data extraction using SQL, Python, Excel and BI tools.
• You have a proven track record with Python coding and GenAI tools to increase productivity.
• You understand IFRS9, credit and lending concepts, preferably in commercial lending.

Responsibilities

• Take a hands-on role in the design, build, implementation and refinement of IFRS9 impairment models and decisioning models for automated lending.
• Develop and deploy models in Python across the full model lifecycle.
• Perform ad-hoc analyses to optimise credit policy rules and decisioning flows.
• Produce monitoring on population stability, calibration, performance and alignment with underwriting outcomes.

Skills

Python

SQL

Excel

Machine Learning

GenAI

Tools

BI tools

Job description

Allica Bank is seeking a hands-on Modeller to design, implement and optimise IFRS9 impairment models and related decisioning rules for automated lending. You will work across Finance, Credit Risk, Underwriting, Data and Engineering to deliver reliable, scalable credit solutions.

You will lead model development in Python, perform data prep and feature engineering, and monitor ongoing performance with governance in mind. Hybrid working options are available in the UK.