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Senior SAS Modeller - Credit Risk, woking
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Client:
Lorien
Location:
woking, United Kingdom
Job Category:
Other
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EU work permit required:
Yes
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Job Views:
1
Posted:
22.08.2025
Expiry Date:
06.10.2025
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Job Description:
***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.
About the Role
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 gained 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 you will receive
* 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 you can protect 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.
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