Job Description

Senior Credit Risk Modeller

6 Months

London - Mostly 3 days per week

Inside IR35

£500-550 per day

We are seeking an experienced Senior Credit Risk Controller to support a specialist UK lender in the redevelopment of its Credit Risk Rating, Scorecard and ICAAP Stress Testing models.

This is a hands-on modelling role focused on improving PD, LGD and Expected Loss methodologies across Asset Finance, Commercial Property Finance and other specialist lending portfolios. The successful candidate will play a key role in strengthening model performance, risk sensitivity and regulatory compliance in line with Basel 3.1 and PRA requirements.

Key Responsibilities

• Redevelop and enhance Credit Risk Rating (CRR), Scorecard and Credit Risk models.
• Redevelop ICAAP Stress Testing m...