Senior Analyst, Lending Models

Allica Bank

. Design, build, implement and continuously refine credit risk models .

Posted 10/22/2026full-timeMilton Keynes • United KingdomSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in designing and implementing credit risk models, including IFRS9 impairment models, while utilizing statistical and machine learning techniques in Python. Proven ability to collaborate across teams and translate business needs into effective solutions within a strong governance framework.

Highest-signal resume keywords

Credit Risk ModellingIFRS9 Impairment ModelsStatistical Modelling TechniquesPython CodingData Extraction and Manipulation

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Credit Risk ModelsIFRS9Statistical ModellingMachine Learning ModelsData PreparationFeature EngineeringModel FittingValidationPerformance AssessmentAd-Hoc Analysis

Soft Skills

AdaptabilityCollaborationTechnical WritingStakeholder EngagementProblem-Solving

Tools & Technologies

PythonExcelSQLBI ToolsGenAI Tools

Industry Keywords

Commercial LendingCredit PolicyDecisioning FlowsPopulation StabilityDiscriminatory Power

Tech Stack

Tools & technologies

PythonSQL

About the role

Key responsibilities & impact

Design, build, implement and continuously refine credit risk models
Build IFRS9 impairment models covering PD, LGD, SICR and economic response
Develop statistical and machine learning models supporting automated lending decisions
Develop and deploy models in Python across data preparation, feature engineering, model fitting, validation, implementation and performance assessment
Perform ad-hoc analysis to optimise credit policy rules and decisioning flows
Analyse rule-firing, decision and outcome data to identify redundant, overlapping or mis-calibrated rules
Produce regular monitoring of population stability, discriminatory power, calibration, segment and vintage performance, decision rates and alignment with underwriting outcomes
Recalibrate or redevelop models as portfolio experience matures
Lead root-cause investigations into model, rule or decisioning-flow underperformance
Build reproducible modelling processes and improve data, tooling and infrastructure
Document models, rules, assumptions, limitations and changes to support governance, review and validation
Collaborate with Credit Risk, Finance, Underwriting, Collections, Product, Data and Engineering teams
Translate business needs into practical solutions while complying with mandatory policies and maintaining a strong internal control environment
Work with third-party suppliers where required

Requirements

What you’ll need

At least 5 years’ hands-on risk modelling experience
Experience applying statistical modelling techniques such as logistic and linear regression and machine learning models
Comfortable working with large data sets
Data extraction and manipulation using Excel, SQL, Python and BI tools
Proven track record with Python coding
Comfortable using GenAI tools to increase coding productivity
Good understanding of IFRS9, credit and lending concepts, preferably in commercial lending
Ability to work independently and adapt quickly to changing priorities
Ability to work with stakeholders across the business and collaboratively within the team
Strong technical and business-focused writing skills
Experience implementing models into software applications is highly desirable
Applicants must reside in the UK
In most cases, applicants must already reside in the UK due to sponsorship requirements

Benefits

Comp & perks

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
Flexible and hybrid working