Find a job 
Featured Companies 
Featured Universities 
For Companies At a Glance
- Tasks: Lead IRB model projects and engage with clients to define priorities and risks.
- Company: Join a boutique consultancy known for high-quality solutions in financial services.
- Benefits: Enjoy a competitive salary, equity options, and a dynamic work environment.
- Why this job: Make a real impact in credit risk while working with top banking institutions.
- Qualifications: Extensive experience in IRB modelling, proficiency in Python, SAS, SQL, and strong analytical skills.
- Other info: Ideal for those who thrive on intellectual challenges in a focused, expert team.
The predicted salary is between 60000 - 80000 £ per year.
Senior Credit Risk Modeller and/or Validator – Retail IRB Location: London (client site, office) Salary: £70,000 – £90,000 plus equity This is a rare opportunity to join a boutique, founder-led consultancy that punches well above its weight in the financial services sector. With a reputation for delivering high-quality, technically sound solutions, this firm partners with some of the most respected institutions in banking. Despite a compact team structure, their work is complex, valuable, and increasingly in demand. Following a series of significant project wins, the consultancy is seeking experienced credit risk professionals to lead delivery across a range of IRB retail portfolios. The roles offer a blend of hands-on model development and/or independent validation, combined with client advisory work in an evolving regulatory landscape. Candidates must bring: Extensive experience in IRB credit risk modelling or model validation within retail portfolios. Technical proficiency in Python, SAS, and SQL for data handling, analysis and model implementation. Strong working knowledge of PD, LGD or EAD methodologies. Experience managing workstreams and delivering directly to clients. An analytical mindset and structured approach to technical delivery and documentation. Responsibilities include: Leading the delivery of IRB model build or validation projects for major clients. Engaging with client stakeholders to define scope, priorities and risks. Performing robust documentation and clearly communicating technical findings. Supporting and challenging assumptions to uphold best practice. Representing the consultancy with confidence and professionalism in client-facing roles. This position is ideally suited to technically capable individuals who enjoy hands-on delivery, thrive on intellectual challenge, and want to work within a focused, expert team making a tangible impact across the credit risk landscape without the bureaucracy of a larger organisation
Senior Credit Risk Modeller employer: Exalto Consulting
Contact Detail:
Exalto Consulting Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Credit Risk Modeller
✨Tip Number 1
Network with professionals in the credit risk modelling field. Attend industry events, webinars, or meetups where you can connect with people who work in similar roles. This can help you gain insights into the company culture and potentially get a referral.
✨Tip Number 2
Familiarise yourself with the latest trends and regulations in credit risk modelling. Being knowledgeable about current challenges and innovations in the industry will allow you to engage in meaningful conversations during interviews and demonstrate your expertise.
✨Tip Number 3
Prepare to discuss specific projects you've worked on that relate to IRB credit risk modelling or validation. Be ready to explain your role, the methodologies you used, and the impact of your work on the organisation or clients.
✨Tip Number 4
Showcase your technical skills in Python, SAS, and SQL through practical examples. If possible, bring along a portfolio or case studies that highlight your data handling and analysis capabilities, as this will set you apart from other candidates.
We think you need these skills to ace Senior Credit Risk Modeller
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your extensive experience in IRB credit risk modelling or model validation. Emphasise your technical proficiency in Python, SAS, and SQL, as well as your knowledge of PD, LGD, or EAD methodologies.
Craft a Compelling Cover Letter: In your cover letter, express your enthusiasm for the role and the consultancy's reputation. Discuss how your analytical mindset and structured approach align with their needs, and provide examples of your previous workstream management and client delivery.
Showcase Relevant Projects: Include specific examples of past projects where you led IRB model builds or validations. Highlight your ability to engage with stakeholders and communicate technical findings clearly, as these are key responsibilities of the role.
Proofread and Edit: Before submitting your application, thoroughly proofread your documents. Ensure there are no grammatical errors or typos, and that your information is presented clearly and professionally. This reflects your attention to detail, which is crucial in this field.
How to prepare for a job interview at Exalto Consulting
✨Showcase Your Technical Skills
Make sure to highlight your proficiency in Python, SAS, and SQL during the interview. Be prepared to discuss specific projects where you've used these tools for data handling and model implementation, as this will demonstrate your technical capability.
✨Understand IRB Methodologies
Familiarise yourself with Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) methodologies. Be ready to explain how you've applied these concepts in previous roles, as this knowledge is crucial for the position.
✨Prepare for Client Engagement Scenarios
Since the role involves engaging with client stakeholders, think of examples where you've successfully defined project scope and managed client expectations. This will show your ability to communicate effectively and deliver results directly to clients.
✨Demonstrate Your Analytical Mindset
Be prepared to discuss your structured approach to technical delivery and documentation. Share examples of how you've supported or challenged assumptions in past projects to uphold best practices, showcasing your analytical skills.
