Senior Analyst, Lending Models

• Take a hands-on role in the design, build, implementation and continuous refinement of the bank's credit risk models, spanning the full suite of IFRS9 impairment models (PD, LGD, SICR and economic response) and the statistical and machine learning models that support automated lending decisions.

• Develop and deploy models in Python across the full model lifecycle, including data preparation, feature engineering, model fitting, validation, implementation and ongoing performance assessment.

• Perform ad-hoc analysis to optimise credit policy rules and decisioning flows, using rule-firing, decision and outcome data to identify redundant, overlapping or mis-calibrated rules.

• Produce regular monitoring, covering population stability, discriminatory power, calibration, and segment and vintage performance, as well as decision rates and alignment with underwriting outcomes for decisioning models.

• Recalibrate or redevelop models as portfolio experience matures, comparing predicted and actual outcomes and adjusting model scaling, score cut-offs or policy thresholds where evidence of drift or mis-calibration exists.

• Lead root-cause investigations into model, rule or decisioning-flow underperformance by tracing issues through decision logs, data lineage, feature calculations, production pipelines and implementation logic.

• Build well-controlled, reproducible modelling processes and drive improvements to the data, tooling and infrastructure required for future model development and deployment.

• Document models, rules, assumptions, limitations and changes to a high standard, supporting governance, independent review and validation, and stakeholder review.

• Work closely with Credit Risk, Finance, Underwriting, Collections, Product, Data and Engineering teams to track model requirements and translate business needs into practical solutions, while complying with all mandatory policies and maintaining a strong internal control environment.

• You have at least 5 years' hands-on risk modelling experience, applying statistical modelling techniques such as logistic and linear regression, as well as machine learning models, to solve practical business problems.

• You are comfortable with large data sets, and data extraction and manipulation using Excel, SQL, Python & BI tools.

• You have a proven track record with Python coding, and are comfortable using GenAI tools to increase coding productivity.

• You have a good understanding of IFRS9, credit and lending concepts, preferably in commercial lending.

• You are driven, self-motivated and passionate about building great solutions for the bank.

• You can work independently and are flexible to adapt quickly to changing priorities within a very dynamic environment.

• You work well with stakeholders across the business, and collaboratively within the team.

• You have strong skills in writing technical documents as well as business-focused documents to get buy-in from various stakeholders.

• Experience of implementation of models into software applications is highly desirable.

Prior experience in this area matters for this role. If you believe you are a strong fit for the role, but don't quite meet one of the requirements above - if you think you can suitably overcome that, then please apply anyway.

At Allica Bank we want to ensure our employees have the right tools and environment in which to succeed in their role and in support of our customers. Our employees are at the heart of everything we do, so our benefits are designed with you in mind:

• Full onboarding support and continued development opportunities

• Options for flexible working

• Regular social activities

• Pension contributions

• Discretionary bonus scheme

• Private health cover

• Life assurance

• Family friendly policies including enhanced Maternity & Paternity leave