Analyst, Lending Models

📋 Description

• • The Analyst, Lending Models role at Allica Bank supports the development, implementation, and ongoing refinement of IFRS9 impairment models critical for accurate credit risk measurement and reporting to auditors and investors.
• • Day-to-day responsibilities include building and validating statistical and machine learning models using Python, SQL, and Excel, ensuring robust data pipelines, documenting models to high standards, monitoring model performance, and collaborating with finance, risk, underwriting, and capital markets teams to align model outputs with business needs.
• • The role sits within the Credit Portfolio Management (CPM) function, part of Allica Bank’s Modelling team, which builds and maintains the bank’s IFRS9 model estate, decisioning models for automated underwriting, and credit-linked GenAI tools to enhance risk management and operational efficiency.
• • The analyst will gain deep expertise in regulatory credit risk modelling, particularly IFRS9 frameworks, while advancing technical skills in statistical modelling, machine learning, and data engineering, with opportunities to influence model governance and contribute to a fast-growing UK fintech scaling globally.