Senior SAS Modeller - Credit Risk
6 days ago
Coventry
16 Month Fixed Term Contract A leading financial services organisation is seeking an experienced and analytical Senior Modeller to join its growing Risk Management function. This is a unique opportunity to shape a newly integrated group credit modelling capability following a recent strategic partnership. As Senior Modeller - Credit Risk, you’ll play a pivotal role in designing, developing, and validating credit risk models across the customer lifecycle. Your work will support data-driven decision-making and ensure robust credit risk assessment and regulatory compliance (e.g., IFRS 9, Basel III, IRB). You’ll bring thought leadership to a team of analysts and modelers, helping to drive improvements in credit model delivery across the organisation. • Design and maintain credit risk models including scorecards, PD/LGD/EAD models, and stress testing frameworks., • Lead model development for regulatory and business use cases (e.g., IFRS 9, capital adequacy, collections, pricing)., • Oversee model validation and performance monitoring to ensure accuracy, stability, and compliance., • Collaborate with stakeholders across Risk, Finance, Compliance, and IT to integrate models into decision systems., • Ensure models meet regulatory standards and prepare documentation for audit and regulatory review., • Provide guidance and quality assurance to analysts and modelers., • Translate complex statistical output into actionable business insights., • Degree in a quantitative field (e.g., Mathematics, Statistics, Economics, Finance, Engineering)., • Substantial credit risk modelling experience within banking or financial services., • Proficiency in SAS, SQL, or similar tools., • Strong understanding of credit lifecycle, regulatory frameworks (IFRS 9, Basel), and model governance., • Proven track record of delivering compliant credit risk models across multiple firms., • Experience in risk integration programmes and cross-functional collaboration., • Leadership experience in technical and strategic environments., • 28 days holiday a year plus bank holidays and a holiday buy/sell scheme, • Annual discretionary bonus scheme (up to 20% based on company performance), • Personal pension with matched contributions (5% employer contribution plus employer pension matching (limit of 10%)), • Maternity, paternity and shared parental leave, • Life assurance (6 times annual salary), • Private medical insurance for yourself and your family at a discounted rate, • Eligible for health screening This is a chance to be part of a forward-thinking organisation with a strong purpose and commitment to innovation. You’ll work in a collaborative environment where your expertise will directly influence strategic outcomes and regulatory success. • Seniority level: Mid-Senior level, • Employment type: Full-time, • Job function: Analyst and Information Technology, • Industries: Staffing and Recruiting #J-18808-Ljbffr