Credit Risk Modelling Analyst
London Office- Hybrid working
The Role
We’re looking for a Credit Risk Analyst to take ownership of how we understand, measure, and forecast customer defaults across our lending portfolio.
Key Accountabilities
* Maintain and enhance the firm’s default and delinquency monitoring
* Analyse how customers transition through risk states, identifying trends and drivers of early-stage arrears and defaults
* Develop, maintain, and interpret performance curves (e.g. vintages, cohort analyses, Month on Book curves) to understand changes in credit quality
* Produce clear, concise insight for senior stakeholders, turning complex analysis into actionable recommendations
* Support the development and refinement of credit strategies, including acquisition policy changes and behavioural risk management
* Work closely with data, product, and risk teams to shape how the business measures performance and exposure
* Assist in the design of portfolio health dashboards and risk MI, ensuring reliable and timely reporting
* Drive improvements in data quality, reporting consistency, and how the business records and interprets customer lifecycle events
Skills & Experience
* Proven experience in a credit, portfolio, or risk analytics role
* Strong understanding of consumer or commercial credit lifecycle, including arrears, roll rates, charge-off processes, and recoveries
* Hands-on analytical skills with the ability to work confidently with large datasets
* Proficiency in SQL for deep-dive investigations and building repeatable analysis
* Confidence with visualisation tools (e.g. Power BI / Tableau)
* Comfortable working with performance curves and diagnosing shifts in default behaviour
* Skilled in presenting complex findings to stakeholders, including non-technical audiences
* Strong commercial awareness - understanding how default timing affects profitability, exposure, and model outcomes
* Experience with statistical modelling is beneficial but not essential