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Credit Risk Modelling Analyst - PD, LGD - City, Glasgow, United Kingdom, G1


Senior Credit Risk Modelling Analyst - PD, LGD
Up to £55,000 + benefits + bonus

This is a unique opportunity to join a new team within a FTSE 250 listed brand and develop PD, LGD and EAD models for a variety of diverse Credit Risk projects. This will be a diverse modelling role and you will be heavily involved in the development of business critical statistical credit risk PD, LGD and EAD models. If you want to work in a small vibrant team and have wider exposure to the business - this is the perfect step for you.


You will be sitting in the modelling in the team and will be involved in:

  • SAS based business critical model development - Basel, IRB, scorecards
  • Support the development, implementation, monitoring, collaboration and stress testing of the models
  • Work with the wider risk function on various projects, utilising your strong knowledge to add value to wider strategic pieces of work
  • Learning from senior members of the team


  • Educated to a degree level in a numerate discipline (Maths, Stats)
  • Proven experience in a Credit Risk
  • Working knowledge of PD, LGD and EAD modelling work (ideally in a UK portfolio)
  • Strong SAS experience, comfortable leading the development of models and mentoring others in SAS
  • Evidence of consistency and progression in career to date


Submit your CV via the Apply Now button to send your CV to Ewan Dunbar at Harnham to hear about this, and similar opportunities.