Senior Credit Risk Modeller

Python/SASRetail IRBSenior Credit Risk Modeller and/or Validator - Retail IRB Location: London (client site, office) Salary: £70,000 - £90,000 plus equity This is a rare opportunity to join a boutique, founder-led consultancy that punches well above its weight in the financial services sector. With a reputation for delivering high-quality, technically sound solutions, this firm partners with some of the most respected institutions in banking. Despite a compact team structure, their work is complex, valuable, and increasingly in demand. Following a series of significant project wins, the consultancy is seeking experienced credit risk professionals to lead delivery across a range of IRB retail portfolios. The roles offer a blend of hands-on model development and/or independent validation, combined with client advisory work in an evolving regulatory landscape. Candidates must bring: Extensive experience in IRB credit risk modelling or model validation within retail portfolios. Technical proficiency in Python, SAS, and SQL for data handling, analysis and model implementation. Strong working knowledge of PD, LGD or EAD methodologies. Experience managing workstreams and delivering directly to clients. An analytical mindset and structured approach to technical delivery and documentation. Responsibilities include: Leading the delivery of IRB model build or validation projects for major clients. Engaging with client stakeholders to define scope, priorities and risks. Performing
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