Senior Modelling Credit Analyst

Role Title Senior Modelling Credit Analyst Salary £50-£60k Location + work pattern Hertfordshire (hybrid working, with 1-2 days per week in the office THE COMPANYA UK-based financial services business operating within the automotive and consumer finance space.Part of a larger international group, combining the stability of a global organisation with the agility of a smaller UK operation.Regulated under a banking licence, with an expanding credit risk and analytics capability.THE ROLE This role will play a key part in building out the credit risk modelling capability in the UK, with initial focus on IFRS 9 models and longer-term exposure to a broader range of credit models. Specifically, you can expect to be involved in: Ownership, development, enhancement and validation of credit risk models.Redevelopment and ongoing management of IFRS 9 models, including PD, LGD and EAD.Working closely with international stakeholders to transition model ownership into the UK.Supporting ICAAP modelling and stress testing activity.Contributing to future development of scorecards and other credit models over time.YOUR SKILLS AND EXPERIENCEExperience developing or owning credit risk models within a banking or regulated financial services environment.Strong background in IFRS 9, stress testing, provisioning or capital models.Hands-on experience developing PD and/or LGD models.Programming experience using SAS and/or Python, with confidence working in SAS-based environments. THE ..... full job details .....