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Senior Credit Risk Modeller - London, United Kingdom,


Senior Credit Risk Modeller - Predictive Analytics
Up to £65,000

Are you tired of the repetitive nature of your current role? Do you prefer your role to remain fresh with different challenges and varied projects? A fast paced FS challenger is offering the opportunity for a Credit Risk Modeller to gain exposure to the full breadth of retail Credit Risk Models. If you are seeking to grow your career and skillset in a hands-on role that won't get stale over time you may have just found the right role for you!

In addition, there is flexible working options (including remote working x2) and a friendly working environment on offer as well as near unrivalled internal progression prospects.


  • Develop Impairment, IRB, Stress Testing and Decision Models using SAS, SQL, Excel
  • Take end-to-end leadership on quantitative projects
  • Implement Credit Risk models efficiently
  • Provide strategy optimisation insights and recommendations
  • Engage with stakeholders to understand business issues and objectives and identify opportunities to improve models and model building processes


  • Solid experience building Credit Risk Models using multivariate statistical techniques such as logistic regression
  • Knowledge of Stress Testing or ICAAP
  • Daily use of SAS

It would also be great if you had:

  • An ability to provide subject matter expertise on model building processes and techniques
  • A strong understanding of Basel II, IFRS9, Loan Loss Provisioning and Credit Risk rules, processes and strategies


  • Salary structure up to £65,000
  • Competitive benefits package
  • Flexible working
  • Growth track into leadership position within the business


Email your CV or use the apply feature on this page


Credit Risk Analytics, Credit Risk Models, Impairment, Capital, Basel, AIRB, Scorecards, Decision Science,
Stress Testing, SAL, SQL, PD, LGD, EAD, IFRS9, Logistic Regression, Decision Tree, ICAAP