Senior Analyst, Lending Models

About the role

This role will be part of the team building, implementing, monitoring and optimising two sets of models: the IFRS9 impairment models that measure our credit risk and support accurate reporting to auditors and investors, and the decisioning models and policy rules behind automated lending, which are critical to delivering fast, consistent and well-controlled credit decisions and a better customer journey as the bank grows.

What you'll do

• Take a hands-on role in the design, build, implementation and continuous refinement of the bank’s credit risk models
• Develop and deploy models in Python across the full model lifecycle, including data preparation, feature engineering, model fitting, validation
• Perform ad-hoc analysis to optimise credit policy rules and decisioning flows, using rule-firing, decision and outcome data to identify redundant
• Lead root-cause investigations into model, rule or decisioning-flow underperformance by tracing issues through decision logs, data lineage, feature calculations
• Build well-controlled, reproducible modelling processes and drive improvements to the data

What you need

• 5–9 yrs of experience
• Credit risk
• Underwriting
• MIS reporting
• Capital markets
• Internal controls
• Reporting
• Any graduate

Good to have

• Python
• Machine learning
• SQL
• LLMs