Senior Analyst, Lending Models
Core
Design, build, implement, and monitor credit risk models (IFRS9) and decisioning models for automated lending.
Role type
Senior hands-on IC quantitative modeller (credit risk & lending)
Builds
IFRS9 impairment models (PD, LGD, SICR), statistical/ML models for automated underwriting, and credit-linked GenAI solutions
Domain
Fintech / Commercial Lending / Credit Risk
Deliverable
production ML models
Required skills
Python, SQL, Excel, Logistic Regression, Linear Regression, Machine Learning, IFRS9, Credit Risk Modelling, Data Cleansing, Feature Engineering, Model Validation, Root Cause Analysis
Preferred skills
GenAI tools, Model implementation in software applications
Technologies
Python, SQL, Excel, BI tools, GenAI
Responsibilities
Develop and deploy models across the full lifecycle; Perform ad-hoc analysis to optimize credit policy rules; Produce regular monitoring reports on model stability and performance; Recalibrate models based on portfolio experience; Lead root-cause investigations into model underperformance; Build reproducible modelling processes and improve data/tooling infrastructure; Document models and assumptions for governance and review.
Seniority
Senior, hands-on IC
