Senior Credit Risk Modeller

• Python/SAS
• Retail IRB

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.