Senior SAS Modeller - Credit Risk

Senior Sourcing Partner - Professional Services

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.

Overview

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.

Key Responsibilities

• 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.

About You

• 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.

Benefits

• 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

Why Join Us?

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.

Job details

• Seniority level: Mid-Senior level
• Employment type: Full-time
• Job function: Analyst and Information Technology
• Industries: Staffing and Recruiting

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