Senior Forecasting Modeller

TL;DR

Senior Forecasting Modeller (Credit Risk): Developing and enhancing forecasting and stress testing models for borrowing products with an accent on IFRS9 ECL, credit risk capital, and portfolio evolution. Focus on model recalibrations, grounded overlays for strategy impacts, monitoring frameworks, and presenting results to senior management.

London (one to two days a week)

£78,000 to £95,000 + Incentive Awards tied to your performance + Benefits

Company

Digital bank offering personal and business accounts, savings, investments, pensions, and credit products in the UK.

What you will do

• Assist with continuous improvement of forecasting models via new developments or recalibrations.
• Construct grounded overlays to quantify effects of future strategy changes or address model limitations.
• Develop and execute forecast model monitoring to prioritize improvements.
• Present forecast model results to senior management.
• Collaborate closely with portfolio strategy, model validation, finance, and external audit teams.

Requirements

• Background in forecast modelling or execution.
• Relevant experience in development and implementation of credit models (e.g., IFRS9, Forecasting, IRB).
• Strong analytical skills and track record of delivering technical projects.
• Solid technical toolkit: SQL and Python (SAS/R considered); data visualisation tool (Streamlit or Looker) is a plus.
• Ability to convey problems and solutions clearly to non-experts.
• Impact-driven self-starter and reliable team player.

Culture & Benefits

• Flexible working hours with trust in managing your time.
• Learning budget of £1,000/year for books, training, and conferences.
• Relocation support to the UK and visa sponsorship.
• Incentive awards tied to performance.
• Full benefits package including health, diversity support, and more.

Hiring process

• Initial call with Forecasting team member.
• Technical modelling interview.
• Values and collaboration behavioural interview.
• Live case study problem-solving interview.