Hybrid Lending Models Analyst

Posted 3 minutes ago

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About the role

  • Analyst building and optimizing IFRS9 lending models for Allica Bank's risk management team. Collaborating with stakeholders to enhance model performance and compliance with policies.

Responsibilities

  • Supporting the build, implementation, and ongoing refinements of the full suite of impairment accounting models under IFRS9.
  • Using automation and build robust controls as key pillars on which we build and deploy models.
  • Document models to a high standard and support the independent review process.
  • Regular evaluation and ongoing model monitoring.
  • Drive data improvement initiatives to support future model development.
  • Support ongoing development and optimisation of models as the portfolio grows and more data becomes available to drive improvements in models.
  • Liaise with teams like risk, finance, underwriting and collections to continually track model requirements and continuously enhance model performance.
  • Complying with all mandatory policies and develop and adhere to operational procedures to maintain a strong internal control environment.

Requirements

  • You have at least 4 years’ hands-on risk modelling experience.
  • You have very good knowledge of statistical modelling techniques such as logistic and linear regression as well as machine learning modelling.
  • 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 focussed documents to get buy in from various stakeholders.
  • Experience of implementation of models into software applications is highly desirable.

Benefits

  • 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

Job title

Lending Models Analyst

Job type

Experience level

Mid levelSenior

Salary

Not specified

Degree requirement

Professional Certificate

Tech skills

Location requirements

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