Senior Credit Risk Modeller
Posted 18 hours 12 minutes ago by Exalto Consulting
£70,000 - £90,000 Annual
Permanent
Not Specified
Other
London, United Kingdom
Job Description
- Python/SAS
- 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.