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Senior Credit Risk - Modelling, Basel and IRB (5554)

Leeds Building Society
Holbeck, Leeds, United Kingdom
Competitive Salary
Closing date
Feb 13, 2024

View more

Job Role
Risk Manager
Contract Type
Full Time
What do we offer you?

We have a hybrid working model, where you can work 60% from home, with the rest of your time being flexibly based at our brand new, sustainable head office in Leeds city centre, just 5 minutes' walk from the train station.

We offer a competitive rewards package including:
  • A generous colleague bonus up to 10%
  • Matched pension contributions up to 12%
  • 26 days holiday, plus bank holidays and holiday purchase scheme of up to 5 days per annum
  • Colleague Mortgage Scheme - capped at 5% until 28 February 2025 with no fees
  • Development opportunities
  • 2 volunteering days per year

Our friendly, supportive culture will help you be the best you can be - now and in the future.

About the role

We're looking for a Senior Credit Risk Modeller to join our Risk Modelling and Measurement department.

As a Senior Credit Risk Modeller you will support the Credit Risk team developing, monitoring, and maintaining credit risk models used across the society, within capital, provisioning, customer decisioning and other business needs.

What will you bring to the role?

We're looking for someone who can demonstrate:
  • Previous experience within Risk, Decision science, Financial industry or in a sector with exposure to statistical modelling.
  • Analytical experience on Basel modelling (PD, EAD, LGD) and/or IFRS9 modelling.
  • In-depth knowledge and understanding of statistical aspects (especially these which are used in Credit Risk-Basel-IFRS9 modelling)
  • Excellent analytical skills and a strong attention to detail.
  • Strong working knowledge in SAS

Why choose Leeds Building Society?

Our business is centred around community, people and society. We are a truly Purpose-led organisation and we're embarking on an exciting period of transformation which is guided by our strong foundations and financial security. We love to give our colleagues the opportunity to thrive, encouraging them to take on challenges that meet the needs of our current and future members.

Our colleagues are at the heart of everything we do and we're extremely proud of our three-star Best Companies accreditation in 2022. This is the highest rating and recognises our ‘world-class' levels of engagement.

Leeds Building Society is proud to be an equal opportunity employer. We are committed to equal employment opportunities regardless of race, colour, ancestry, religion, sex, national origin, sexual orientation, age, citizenship, marital status, disability or gender identity. If you have a disability or special need that requires accommodation, please contact us.


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