Senior SAS Modeller - Credit Risk

JR United Kingdom; Coventry; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading financial services organization in Coventry is seeking an experienced Senior SAS Modeller to design and validate credit risk models. This role offers a unique opportunity to influence strategic outcomes in a collaborative environment. The ideal candidate will have a degree in a quantitative field and substantial experience in credit risk modelling, particularly within banking or financial services. The position offers competitive benefits, including a discretionary annual bonus and a personal pension scheme.

Benefits

28 days annual holiday plus bank holidays

Annual discretionary bonus scheme

Personal pension with matched contributions

Maternity and paternity leave

Life assurance

Private medical insurance

Qualifications

• Substantial Credit Risk modelling experience in banking or financial services.
• Strong understanding of regulatory frameworks (IFRS 9, Basel).
• Proven track record of delivering compliant credit risk models.

Responsibilities

• Design and maintain credit risk models including scorecards and stress testing frameworks.
• Lead model development for regulatory and business use cases.
• Oversee model validation and performance monitoring.

Skills

SAS

SQL

Credit Risk modelling

Statistical analysis

Leadership

Education

Degree in Mathematics, Statistics, Economics, Finance, or Engineering

Job description

Social network you want to login/join with:

Senior SAS Modeller - Credit Risk, coventry

col-narrow-left

Client:

Lorien

Location:

coventry, United Kingdom

Job Category:

Other

-

EU work permit required:

Yes

col-narrow-right

Job Views:

1

Posted:

22.08.2025

Expiry Date:

06.10.2025

col-wide

Job Description:

***16 Month Fixed Term Contract***

A Leading Financial Services organisation is seeking an experienced and analytical Senior Modeller to join its growing Risk Management function. This is a unique opportunity to shape a newly integrated group credit modelling capability following a recent strategic partnership.

About the Role

As Senior Modeller - Credit Risk, you’ll play a pivotal role in designing, developing, and validating credit risk models across the customer lifecycle. Your work will support data-driven decision-making and ensure robust credit risk assessment and regulatory compliance (e.g., IFRS 9, Basel III, IRB).

You’ll bring thought leadership to a team of analysts and modelers, helping to drive improvements in credit model delivery across the organisation.

Key Responsibilities

• Design and maintain credit risk models including scorecards, PD/LGD/EAD models, and stress testing frameworks.
• Lead model development for regulatory and business use cases (e.g., IFRS 9, capital adequacy, collections, pricing).
• Oversee model validation and performance monitoring to ensure accuracy, stability, and compliance.
• Collaborate with stakeholders across Risk, Finance, Compliance, and IT to integrate models into decision systems.
• Ensure models meet regulatory standards and prepare documentation for audit and regulatory review.
• Provide guidance and quality assurance to analysts and modelers.
• Translate complex statistical output into actionable business insights.

About You

• Degree in a quantitative field (e.g., Mathematics, Statistics, Economics, Finance, Engineering).
• Substantial Credit Risk modelling experience gained within banking or financial services.
• Proficiency in SAS, SQL, or similar tools.
• Strong understanding of credit lifecycle, regulatory frameworks (IFRS 9, Basel), and model governance.
• Proven track record of delivering compliant credit risk models across multiple firms.
• Experience in risk integration programmes and cross-functional collaboration.
• Leadership experience in technical and strategic environments.

Benefits you will receive

• 28 days holiday a year plus bank holidays and a holiday buy/sell scheme
• Annual discretionary bonus scheme (up to 20% based on company performance)
• Personal pension with matched contributions (5% employer contribution Plus employer pension matching (limit of 10%)
• Maternity, paternity and shared parental leave
• Life assurance (6 times annual salary)
• Private medical insurance for yourself and you can protect your family at a discounted rate.
• Eligible for health screening

Why Join Us?

This is a chance to be part of a forward-thinking organisation with a strong purpose and commitment to innovation. You’ll work in a collaborative environment where your expertise will directly influence strategic outcomes and regulatory success.