Credit Risk Modeller

Senior Credit Risk Modeller (6 month FTC)

Salary: 100k salary Pro-rated

London - 4 days per week in office (with some flexibility)

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.

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

• 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

• 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

• Initial interview
• Technical assessment / case study
• Final stage interview
• Offer!

Please register your interest via the apply link on this page.