Senior SAS Modeller - Credit Risk

Lorien; Coventry; On-site; GBP 50,000 - 70,000; Full time

Benefits offered by this job

28 days holiday plus bank holidays

Annual discretionary bonus scheme

Personal pension with matched contributions

Private medical insurance

Life assurance

Job summary

A leading financial services organisation is seeking an experienced Senior Modeller to design and validate credit risk models. The ideal candidate will have substantial experience in credit risk modelling and proficiency in tools like SAS and SQL. This role offers the opportunity to influence strategic outcomes and ensure regulatory compliance in a collaborative environment.

Qualifications

• Substantial credit risk modelling experience within banking or financial services.
• Strong understanding of credit lifecycle and regulatory frameworks.
• 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

Credit risk modelling

Analytical skills

SAS

SQL

Leadership

Education

Degree in a quantitative field

Tools

SAS

SQL

Job description

Senior Sourcing Partner - Professional Services

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.

Overview

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 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

• 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 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.

Job details

• Seniority level: Mid-Senior level
• Employment type: Full-time
• Job function: Analyst and Information Technology
• Industries: Staffing and Recruiting