Campion Pickworth
Credit Risk Modelling Senior Consultant
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Credit Risk Modelling Consultant / Manager
At Campion Pickworth, we’re looking for a Credit Risk Modelling Consultant / Manager to join a technically strong team working on high-impact projects across IFRS 9, IRB, scorecards, model validation, stress testing and wider credit risk analytics.
This is a hands-on role for someone who wants to stay close to the modelling while gaining significant exposure to clients, different portfolios and a broad range of credit risk challenges.
What you'll be doing
Depending on your experience, you could be involved in:
- Developing, testing, calibrating and documenting credit risk models.
- IFRS 9 / ECL modelling across PD, LGD and related methodologies.
- IRB and regulatory capital modelling and validation.
- Application and behavioural scorecard development.
- Credit risk forecasting and stress testing.
- Independent model validation, review and benchmarking.
- Model monitoring, back-testing and performance analysis.
- Working with client data to build robust, reproducible modelling datasets.
- Translating complex modelling outputs into clear recommendations for clients and senior stakeholders.
- Supporting wider model risk management, governance, controls and regulatory projects.
- Taking ownership of workstreams and, at Manager level, leading project delivery and supporting more junior team members.
- Building trusted relationships with clients and contributing to the growth of the consultancy.
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The work is varied. You might work on an IFRS 9 model for one client, support an IRB development or validation programme for another, and work on a scorecard, stress-testing or model-risk assignment elsewhere.
What we're looking for
Essential:
- Relevant experience in credit risk modelling, credit analytics, data science, quantitative research or a closely related area.
- Hands-on experience in at least one of:
- IFRS 9 / impairment modelling
- IRB / regulatory capital
- Credit scorecards
- Model development or validation
- Credit forecasting / stress testing
- Strong Python skills and the ability to explain your modelling approach and code.
- Working knowledge of SQL and experience working with real-world financial datasets.
- A solid understanding of credit risk modelling principles and financial services.
- Experience with data preparation, analysis, reconciliation and model testing.
- Strong communication skills, particularly the ability to explain technical concepts to non-technical audiences.
- Evidence of delivering analytical/modelling work to deadlines and taking ownership of your work.
- The ability to work effectively with clients and other stakeholders.
For more experienced candidates, we're particularly interested in people with work-stream/project leadership, stakeholder management and/or team leadership experience.
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Desirable experience:
You don't need everything below, but experience in several areas would be highly valuable:
- Multiple credit risk frameworks, particularly IFRS 9, IRB and stress testing.
- Retail or commercial portfolios including mortgages, unsecured lending, credit cards, motor finance, SME or specialist lending.
- UK regulatory experience involving the PRA, EBA, Basel/CRR or related model risk requirements.
- Experience from a consulting, audit, assurance or independent validation environment.
- PD, LGD, EAD and ECL modelling.
- Logistic regression, GLMs, survival analysis, time series or other statistical techniques.
- Gradient boosting / machine learning applied to credit risk.
- Calibration, segmentation, benchmarking, back-testing and model monitoring.
- Model governance, controls, data lineage and wider model risk management.
- SAS, R, Excel/VBA or Git.
- Exposure to AWS, Azure or GCP.
- Data visualisation and presenting analytical findings effectively.
- Stress testing, ICAAP, credit strategy, affordability or regulatory reporting.
- Experience reviewing or developing the work of junior modellers.
Location: London, Manchester or Leeds
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