Senior Analyst, Lending Models

The role

This person will design, build, implement, and monitor IFRS9 impairment models and decisioning models for automated lending. They will perform data analysis and model development using Python to support credit risk and lending products.

What you will do

• Design, build, implement and refine credit risk models including IFRS9 impairment models and machine learning models.
• Develop and deploy models in Python across the full model lifecycle.
• Perform ad-hoc analysis to optimise credit policy rules and decisioning flows.
• Produce regular monitoring for population stability, calibration, and performance.
• Recalibrate or redevelop models as portfolio experience matures.
• Lead root-cause investigations into model or decisioning-flow underperformance.
• Build well-controlled, reproducible modelling processes.
• Document models, rules, assumptions, limitations and changes.
• Work with various teams to translate business needs into practical solutions.

Required qualifications

• At least 5 years’ hands-on risk modelling experience.
• Experience applying statistical modelling techniques such as logistic and linear regression and machine learning models.
• Comfortable with large data sets.
• Data extraction and manipulation using Excel, SQL, Python and BI tools.
• Proven track record with Python coding.
• Comfortable using GenAI tools to increase coding productivity.
• Good understanding of IFRS9, credit and lending concepts.
• Ability to work independently and adapt to changing priorities.
• Ability to work well with stakeholders across the business.
• Strong skills in writing technical and business-focused documents.

Nice to have

• Experience in commercial lending.
• Experience of implementation of models into software applications

Benefits

• Full onboarding support and continued development opportunities
• Options for flexible working
• Regular social activities
• Pension contributions
• Discretionary bonus scheme
• Private health cover
• Life assurance
• Family friendly policies including enhanced Maternity & Paternity leave

About the company

Allica is the UK’s fastest growing financial technology (Fintech) firm. Its purpose is to help established SMEs.