Senior Analyst - Lending Models
Core
Design, build, implement, and monitor credit risk models (IFRS9) and machine learning models for automated lending decisions.
Role type
Senior IC quantitative analyst (credit risk & lending models)
Builds
IFRS9 impairment models (PD, LGD, SICR), automated underwriting decisioning models, and credit policy rules
Domain
Banking / Fintech / Credit Risk / Regulatory Compliance (IFRS9)
Deliverable
production ML models
Required skills
Python, SQL, statistical modelling (logistic/linear regression), machine learning, IFRS9 concepts, data analysis, model validation, root-cause analysis
Preferred skills
GenAI tools, model implementation in software applications, commercial lending experience
Technologies
Python, SQL, Excel, BI tools
Responsibilities
Develop and deploy models across the full lifecycle; perform ad-hoc analysis to optimize credit policy rules; produce regular monitoring reports on model performance; recalibrate models based on portfolio experience; lead root-cause investigations into model underperformance; document models and assumptions for governance; collaborate with cross-functional teams to translate business needs into solutions
