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, model development, and root-cause investigations using Python and SQL.

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, rule or decisioning-flow underperformance.
• Build well-controlled, reproducible modelling processes.
• Document models, rules, assumptions, limitations and changes.
• Work with Credit Risk, Finance, Underwriting, Collections, Product, Data and Engineering teams.

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.
• Strong skills in writing technical documents and business-focused documents.

Nice to have

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

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 company and the fastest-growing financial technology (Fintech) firm ever. Their purpose is to help established SMEs.