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Allica Bank, the UK's fastest-growing fintech firm, is seeking a Senior Analyst to join the Modelling team within Credit Portfolio Management. The role sits at the heart of building measurement and decisioning models for Allica's lending products serving established SMEs.
You will take a hands-on role in designing, building, implementing and continuously refining the bank's credit risk models, spanning IFRS9 impairment models (PD, LGD, SICR and economic response) and statistical/machine learning models supporting automated lending decisions. Key responsibilities include:
- Develop and deploy models in Python across the full lifecycle: data preparation, feature engineering, model fitting, validation, implementation and performance assessment
- Perform ad-hoc analysis to optimise credit policy rules and decisioning flows using rule-firing, decision and outcome data
- Produce regular monitoring covering population stability, discriminatory power, calibration, segment/vintage performance, decision rates and underwriting alignment
- Recalibrate or redevelop models as portfolio experience matures, comparing predicted vs. actual outcomes
- Lead root-cause investigations into model, rule or decisioning-flow underperformance by tracing issues through decision logs, data lineage and production pipelines
- Build well-controlled, reproducible modelling processes and drive improvements to data, tooling and infrastructure
- Document models, rules, assumptions, limitations and changes to support governance and stakeholder review
- Work closely with Credit Risk, Finance, Underwriting, Collections, Product, Data and Engineering teams
You will move between structured model development and fast-paced ad-hoc analysis, communicating complex concepts clearly to stakeholders with varying technical expertise. The role offers flexible and hybrid working arrangements.
REQUIREMENTS:
- Minimum 5 years' hands-on risk modelling experience applying statistical techniques (logistic/linear regression) and machine learning models to solve practical business problems
- Comfortable with large datasets and data extraction/manipulation using Excel, SQL, Python and BI tools
- Proven track record with Python coding; comfortable using GenAI tools to increase coding productivity
- Good understanding of IFRS9, credit and lending concepts, preferably in commercial lending
- Driven, self-motivated and passionate about building solutions
- Ability to work independently and adapt quickly to changing priorities in a dynamic environment
- Strong stakeholder collaboration skills and excellent technical and business-focused writing skills
- Experience implementing models into software applications is highly desirable
The company welcomes applications from candidates who don't meet every requirement but believe they can be a strong fit.
