Lead Credit Risk Modelling Analyst- ECL

Lead Credit Risk Modelling Analyst- ECL

£70K-£82K

London (Hybrid- 2 days a week)

This role has a broad remit and covers modelling, reporting, analysis, and strategy. You will also be expected to contribute to other Credit Risk projects and initiatives as required. This role would suit somebody from a modelling background with relevant experience of other aspects of Credit Risk.

Key Responsibilities:

• Own a suite of Credit Risk models - including application scorecards, PD models and IFRS9 / ECL models. Primarily existing models, but you should be able to build bespoke models from scratch when required.
• Ensure the timely delivery of routine and ad hoc Credit Risk reporting - this includes the production of monthly reporting for Credit Risk Committee.
• Ad hoc analysis - carrying out analysis and deep dives to understand emerging trends within our new lending and loan books, and making recommendations for change.
• Projects - represent Credit Risk on cross-team projects.
• Stakeholder management - you must be able to engage with and influence colleagues and stakeholders at all levels.
• Data Governance - Maintain data quality assurance and build a credit data dictionary.

Key Requirements:

• Strong modelling background- specifically ECL models
• A degree in Math's, Physics, Engineering or similar.
• Advanced coding skills in SAS, SQL, or Python.
• 2+ years' experience gained in a Credit Risk team for a retail lending business
• Ability to work in a fast-changing environment with new teams and data structures.
• Strong presentation and communication skills.
• The ability to confidently manage stakeholders of all levels and present material at board level committees.

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*No sponsorship can be provided*

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