Senior Credit Risk Modeller

Broadgate Search Ltd
19 Mar 2017
18 Apr 2017
Contract Type
Full Time

My Financial Services Company are looking for a Senior Credit Risk Modeller. Contribute to the work of Credit Risk Management by taking responsibility for the development, analysis, validation, implementation and monitoring of Credit Risk Scorecards and PD models. Working with a wide variety of credit products including specialist lending, buy to let mortgages and motor finance.

Some Key Tasks

  • The development of Credit Risk Application and Behaviour Scorecards that will be used throughout the account lifecycle, from application stage through to collections.
  • The development of the PD models as required under the IRB and/or IFRS9 frameworks.
  • Calculating and monitoring the PD model outputs to ensure stability of the framework, identifying adverse changes to be actioned.
  • Producing in-depth documentation of the models and the production framework to the required standard to obtain the relevant sign-off.
  • Implementing the models into the live environment in a manner that is consistent with the development objectives, ensuring 100% accuracy and timeliness of the calculation of the outputs.
  • Test and implementation of new systems modules and/or scorecards in order to ensure any new modules are robust and add value to the business.

Knowledge & Experience


  • Degree level education (min 2:1) in mathematics, statistics or equivalent preferred. Modelling experience using SPSS or SAS and Experience of IRB PD models and rating systems desired.

If you are keen to find out more then please contact Sam Luxton