Senior Credit Risk Modeller

Senior Credit Risk Modeller and/or Validator – Retail IRB
Location: London (client site, office)
Salary: £70,000 – £90,000 plus equity
  
This is a rare opportunity to join a boutique, founder-led consultancy that punches well above its weight in the financial services sector. With a reputation for delivering high-quality, technically sound solutions, this firm partners with some of the most respected institutions in banking. Despite a compact team structure, their work is complex, valuable, and increasingly in demand.
Following a series of significant project wins, the consultancy is seeking experienced credit risk professionals to lead delivery across a range of IRB retail portfolios. The roles offer a blend of hands-on model development and/or independent validation, combined with client advisory work in an evolving regulatory landscape.
  
Candidates must bring:

Extensive experience in IRB credit risk modelling or model validation within retail portfolios.
Technical proficiency in Python, SAS, and SQL for data handling, analysis and model implementation.
Strong working knowledge of PD, LGD or EAD methodologies.
Experience managing workstreams and delivering directly to clients.
An analytical mindset and structured approach to technical delivery and documentation.   
Responsibilities include:

Leading the delivery of IRB model build or validation projects for major clients.
Engaging with client stakeholders to define scope, priorities and risks.
Performing robust documentation and clearly communicating technical findings.
Supporting and challenging assumptions to uphold best practice.
Representing the consultancy with confidence and professionalism in client-facing roles. This position is ideally suited to technically capable individuals who enjoy hands-on delivery, thrive on intellectual challenge, and want to work within a focused, expert team making a tangible impact across the credit risk landscape without the bureaucracy of a larger organisation