Senior SAS Modeller – Credit Risk

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Senior Sourcing Partner – Professional Services

16 Month Fixed Term Contract

A leading financial services organisation is seeking an experienced and analytical Senior Modeller to join its growing Risk Management function. This is a unique opportunity to shape a newly integrated group credit modelling capability following a recent strategic partnership.

Overview

As Senior Modeller – Credit Risk, you’ll play a pivotal role in designing, developing, and validating credit risk models across the customer lifecycle. Your work will support data-driven decision-making and ensure robust credit risk assessment and regulatory compliance (e.g., IFRS 9, Basel III, IRB).

You’ll bring thought leadership to a team of analysts and modelers, helping to drive improvements in credit model delivery across the organisation.

Key Responsibilities

  • Design and maintain credit risk models including scorecards, PD/LGD/EAD models, and stress testing frameworks.
  • Lead model development for regulatory and business use cases (e.g., IFRS 9, capital adequacy, collections, pricing).
  • Oversee model validation and performance monitoring to ensure accuracy, stability, and compliance.
  • Collaborate with stakeholders across Risk, Finance, Compliance, and IT to integrate models into decision systems.
  • Ensure models meet regulatory standards and prepare documentation for audit and regulatory review.
  • Provide guidance and quality assurance to analysts and modelers.
  • Translate complex statistical output into actionable business insights.

About You

  • Degree in a quantitative field (e.g., Mathematics, Statistics, Economics, Finance, Engineering).
  • Substantial credit risk modelling experience within banking or financial services.
  • Proficiency in SAS, SQL, or similar tools.
  • Strong understanding of credit lifecycle, regulatory frameworks (IFRS 9, Basel), and model governance.
  • Proven track record of delivering compliant credit risk models across multiple firms.
  • Experience in risk integration programmes and cross-functional collaboration.
  • Leadership experience in technical and strategic environments.

Benefits

  • 28 days holiday a year plus bank holidays and a holiday buy/sell scheme
  • Annual discretionary bonus scheme (up to 20% based on company performance)
  • Personal pension with matched contributions (5% employer contribution plus employer pension matching (limit of 10%))
  • Maternity, paternity and shared parental leave
  • Life assurance (6 times annual salary)
  • Private medical insurance for yourself and your family at a discounted rate
  • Eligible for health screening

Why Join Us?

This is a chance to be part of a forward-thinking organisation with a strong purpose and commitment to innovation. You’ll work in a collaborative environment where your expertise will directly influence strategic outcomes and regulatory success.

Job details

  • Seniority level: Mid-Senior level
  • Employment type: Full-time
  • Job function: Analyst and Information Technology
  • Industries: Staffing and Recruiting

#J-18808-Ljbffr”, “datePosted”: “2026-04-11”, “hiringOrganization”: { “@type”: “Organization”, “name”: “Lorien”, “sameAs”: “https://uk.whatjobs.com/pub_api__cpl__402732560__4861?utm_campaign=publisher&utm_medium=api&utm_source=4861&geoID=837” }, “jobLocation”: { “@type”: “Place”, “address”: { “@type”: “PostalAddress”, “addressLocality”: “Coventry” } } }

Company: Lorien
Apply for the Senior SAS Modeller – Credit Risk
Location: Coventry
Job Description:

Senior Sourcing Partner – Professional Services

16 Month Fixed Term Contract

A leading financial services organisation is seeking an experienced and analytical Senior Modeller to join its growing Risk Management function. This is a unique opportunity to shape a newly integrated group credit modelling capability following a recent strategic partnership.

Overview

As Senior Modeller – Credit Risk, you’ll play a pivotal role in designing, developing, and validating credit risk models across the customer lifecycle. Your work will support data-driven decision-making and ensure robust credit risk assessment and regulatory compliance (e.g., IFRS 9, Basel III, IRB).

You’ll bring thought leadership to a team of analysts and modelers, helping to drive improvements in credit model delivery across the organisation.

Key Responsibilities

  • Design and maintain credit risk models including scorecards, PD/LGD/EAD models, and stress testing frameworks.
  • Lead model development for regulatory and business use cases (e.g., IFRS 9, capital adequacy, collections, pricing).
  • Oversee model validation and performance monitoring to ensure accuracy, stability, and compliance.
  • Collaborate with stakeholders across Risk, Finance, Compliance, and IT to integrate models into decision systems.
  • Ensure models meet regulatory standards and prepare documentation for audit and regulatory review.
  • Provide guidance and quality assurance to analysts and modelers.
  • Translate complex statistical output into actionable business insights.

About You

  • Degree in a quantitative field (e.g., Mathematics, Statistics, Economics, Finance, Engineering).
  • Substantial credit risk modelling experience within banking or financial services.
  • Proficiency in SAS, SQL, or similar tools.
  • Strong understanding of credit lifecycle, regulatory frameworks (IFRS 9, Basel), and model governance.
  • Proven track record of delivering compliant credit risk models across multiple firms.
  • Experience in risk integration programmes and cross-functional collaboration.
  • Leadership experience in technical and strategic environments.

Benefits

  • 28 days holiday a year plus bank holidays and a holiday buy/sell scheme
  • Annual discretionary bonus scheme (up to 20% based on company performance)
  • Personal pension with matched contributions (5% employer contribution plus employer pension matching (limit of 10%))
  • Maternity, paternity and shared parental leave
  • Life assurance (6 times annual salary)
  • Private medical insurance for yourself and your family at a discounted rate
  • Eligible for health screening

Why Join Us?

This is a chance to be part of a forward-thinking organisation with a strong purpose and commitment to innovation. You’ll work in a collaborative environment where your expertise will directly influence strategic outcomes and regulatory success.

Job details

  • Seniority level: Mid-Senior level
  • Employment type: Full-time
  • Job function: Analyst and Information Technology
  • Industries: Staffing and Recruiting

#J-18808-Ljbffr…

Posted: April 11th, 2026