Senior Credit Risk Modeller (6 month FTC)
Salary: 100k salary Pro-rated
Location + work pattern
London - 4 days per week in office (with some flexibility)
The Company
This organisation is a growing, niche lender operating across multiple product lines including property and asset finance. With a strong focus on risk management and regulatory alignment, they are investing heavily in modernising their credit modelling capabilities and governance frameworks.
The Role
You will take the lead on redesigning and enhancing a suite of credit risk models, ensuring they are robust, compliant, and aligned with evolving regulatory requirements. This is a hands‐on role with significant ownership across both technical delivery and stakeholder engagement.
Leading redevelopment of credit risk rating, ICAAP and stress testing models
Designing and implementing PD, LGD and expected loss frameworks across portfolios
Enhancing model risk sensitivity and improving overall model performance
Managing model lifecycle processes including testing, documentation, and governance
Collaborating with risk, finance, and lending teams to ensure models are understood and effectively utilised
Your skills and experience
Strong experience developing credit risk models (e.g. scorecards, stress testing, ICAAP, or IFRS 9 models)
Solid understanding of key risk metrics including PD, LGD and EAD
Proficiency in Python or R for modelling and data analysis
Experience working with large datasets and data tools (e.g. SQL, Excel)
Ability to communicate technical concepts clearly to non-technical stakeholders
The Benefits
Opportunity to lead a high-impact modelling transformation project
Exposure to a broad range of credit portfolios and risk frameworks
Collaborative and evolving risk function environment
The Process
Initial interview
Technical assessment / case study
Final stage interview
Offer!
How to apply
Please register your interest via the apply link on this page.
#J-18808-Ljbffr
