Senior Analyst, Lending Models at Allica Bank · LumiJobs

Responsibilities

Principal Accountabilities
Take a hands-on role in the design, build, implementation and continuous refinement of the bank’s credit risk models, spanning the full suite of IFRS9 impairment models (PD, LGD, SICR and economic response) and the statistical and machine learning models that support automated lending decisions.
Develop and deploy models in Python across the full model lifecycle, including data preparation, feature engineering, model fitting, validation, implementation and ongoing performance assessment.
Perform ad-hoc analysis to optimise credit policy rules and decisioning flows, using rule-firing, decision and outcome data to identify redundant, overlapping or mis-calibrated rules.
Produce regular monitoring, covering population stability, discriminatory power, calibration, and segment and vintage performance, as well as decision rates and alignment with underwriting outcomes for decisioning models.
Recalibrate or redevelop models as portfolio experience matures, comparing predicted and actual outcomes and adjusting model scaling, score cut-offs or policy thresholds where evidence of drift or mis-calibration exists.
Lead root-cause investigations into model, rule or decisioning-flow underperformance by tracing issues through decision logs, data lineage, feature calculations, production pipelines and implementation logic.
Build well-controlled, reproducible modelling processes and drive improvements to the data, tooling and infrastructure required for future model development and deployment.
Document models, rules, assumptions, limitations and changes to a high standard, supporting governance, independent review and validation, and stakeholder review.
Work closely with Credit Risk, Finance, Underwriting, Collections, Product, Data and Engineering teams to track model requirements and translate business needs into practical solutions, while complying with all mandatory policies and maintaining a strong internal control environment.
Personal Attributes & Experience

Senior Analyst, Lending Models

Responsibilities

Qualification

Required

Benefits

Company

Allica Bank

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