Credit Risk Modelling Consultant - #1711783

Senior Credit Risk Modelling Analyst

Up to £60K

Edinburgh (Hybrid)

A great opportunity to join a well known organisation who are passionate about what they do and are at an exciting time of growth and expansion.

Key Responsibilities:

• Developing credit risk and pricing models, used for regulatory and business purposes.


• Validating and challenging these models on areas such as model design, model performance and model implementation.


• Stress testing exercises, ranging from operational execution to model development and validation.


• Processing large credit risk datasets and assessing or improving data quality.


• Integration of ESG across data, models (IRB, IFRS 9, stress testing) and risk processes.


• Interpretation and implementation of regulatory requirements and supervisory expectations.


• Remediation of supervisory findings (ECB/DNB).


• Ad-hoc assistance on business development activities, e.g. client events / roundtables, client meetings, workshops, pitching, drafting proposals and creating marketing material.


• Presenting and discussing results with senior management.

Key Requirements:

• You bring 4+ years' experience in risk, analytics or data science for banks, obtained by working for a bank, consulting firm or regulatory body.


• You bring significant experience leading a team and delivering projects while providing guidance and leadership to colleagues.


• You have deep technical experience on financial risk management and hands on experience in development, validation and implementation of IRB, IFRS 9 or Stress Testing models.


• You are experienced with data processing and analysing (large) datasets using Python, SAS, SQL or R.


• You have detailed knowledge of UK or European (prudential) regulation and supervision at banks.


• You are a strong communicator both verbally and written, with the ability to break down complex topics into simple solutions and ideas.


• You have a good command of the English language.


• You are passionate about the business impact of analysis, driven by continuous improvement and attention to detail.

Send your CV to ********@merje.com