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Credit Risk Modeller
About Albany Beck
Albany Beck are a Management Consultancy focused on providing specialist talent and transformative solutions to Financial Services clients. We combine subject matter expertise with innovative delivery models that help clients scale efficiently, while offering meaningful, long-term career opportunities to our people. At Albany Beck, you’ll be choosing to work with an organisation that’s passionate about your learning journey and committed to your professional career and personal development.
Role Overview
We are seeking a proactive and highly motivated Financial Modeller to join our team. This role is ideal for someone with a strong foundation in financial and credit risk modelling who is eager to continuously learn, take ownership, and expand their technical and commercial skillset. You will play a hands-on role in developing and implementing financial and credit risk models within a regulated environment, while actively embracing new challenges and opportunities to grow.
Key Responsibilities
- Develop and implement financial models to support business decision-making
- Build and maintain credit risk models, including logistic regression models such as IRB and regulatory models
- Work hands-on as a technical modeller (not model validation)
- Collaborate with stakeholders to translate business requirements into modelling solutions
- Analyse financial data and produce actionable insights
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Essential Skills & Experience
- Banking / Financial Services Background Proven experience working within a banking or financial services environment, ideally with exposure to retail, wholesale, or commercial lending portfolios.
- Programming Skills (Python & SAS) Strong hands-on experience using Python and/or SAS for data analysis, model development, and implementation. Ability to write clean, efficient, and well-documented code.
- Credit Risk Expertise Solid understanding of credit risk concepts, including probability of default (PD), loss given default (LGD), and exposure at default (EAD), with practical experience working in a credit risk modelling team.
- Logistic Regression & Regulatory Modelling Demonstrable experience building and deploying logistic regression models, particularly within regulatory frameworks such as IRB (Internal Ratings-Based) or other capital and impairment models. Strong understanding of model development lifecycle, from data extraction through to implementation.
- Financial Modelling Capability Advanced financial modelling skills with the ability to build robust, scalable models to support business decisions. Comfortable working with large datasets and translating outputs into meaningful insights.
- Hands-On Model Development Experience working as a model developer (not validator), with a strong technical mindset and the ability to independently design, build, and enhance models.
- Pricing & Profitability Modelling Experience working on pricing models and profitability analysis, including understanding how credit risk impacts pricing strategies and portfolio performance.
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Desirable Skills
- Exposure to Decision Modelling Some exposure (or interest) in decision modelling frameworks such as originations, affordability, or customer decision strategies. Open to candidates who are newer to this area but keen to develop.
- ROTE (Return on Tangible Equity) Understanding of how ROTE is calculated and used as a performance metric within financial services, and how modelling outputs feed into it.
- Expected Profit (EP) Metrics Familiarity with Expected Profit (EP) concepts and how they are used in credit risk and pricing models to drive decision-making.
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