Senior Credit Risk Modeller

We have an exciting opportunity for a Senior Credit Risk Modeller to play a pivotal role in transforming our regulatory and strategic models. The role sits in the Model Development team within our Credit Risk department. You’ll join a highly talented team of 6 Credit Risk modellers, reporting into the Senior Credit Risk Manager. The team is highly regarded within the society and directly contribute to the society’s growth and success in the UK mortgage market.

The successful individual will embark on the redevelopment of our application and behavioural scorecards and the design and development of our next generation IFRS 9 models. They will use their knowledge and experience of advanced analytics and statistical modelling techniques to enhance the business and build on our proactive relationships with our regulators.

Looking further forward, the team will expand into developing new strategic models and models for use in the business. As part of this role, you will be expected to build strong, working relationships within Credit Risk and across the business, communicating results to senior stakeholders through a combination of presentations and technical papers.

Essential skills and experience you need…

• A degree level (or higher) qualification with particular emphasis on a numerate discipline (ideally, statistics, finance or mathematics related).
• Proven experience and knowledge of developing statistical models using techniques such as linear/logistic regression, decision trees, advanced analytics etc.
• Experience of working with advanced IRB or IFRS9 models (PD, LGD, EAD) for retail credit portfolios and/or developing credit scorecards
• Comfortable taking on technically challenging problems and be able to demonstrate creativity in solving them
• Experienced in programming languages such as SAS & SQL or their equivalents and the use of MS Excel.
• Outstanding inter-personal skills, including the ability to build strong working relationships with stakeholders.
• A proven track record of communicating the results of their analysis, both in writing and verbally, with peers, executives, external parties, and regulators.

Coventry Building Society has grown into the second largest building society in the UK. We’re a national society, with local values and loyalty, and a caring family ethos. The best way to judge a company is based on what the people who work there say, as we’re rated certified by Great Place to Work from our recent employee survey.

What makes us such a rich and progressive place to work is the huge variety of people in our teams. We value diversity, in terms of gender, race, age, faith, disability, sexual orientation but also personality and thinking style; the uniqueness you’ll bring to us we see as a real source of strength. We are committed to promoting a diverse and inclusive community, where you can succeed as your whole self.

We also offer not only fulfilling jobs and exciting career opportunities but a place where everyone can belong and feel proud to work. As an employee, we have a great benefits package and you're encouraged to take control of your career. We invest in our people, with regular opportunities for training and development. And later, if you’re looking for a new challenge, we actively champion internal progression. We’ve got a whole range of different ways to support you, both in your role and wider well being!