Jobseeker

NatWest Group is recruiting a Credit Risk Analyst based at its Gogarburn Campus in Edinburgh. This is a full-time position (37.5 hours per week) operating under a hybrid model (2 days in office, 3 days remote).

Role Overview

You will support credit risk modelling, portfolio monitoring, and risk assessment activities across retail and SME lending portfolios.

Key Responsibilities

Analyse credit risk exposure across lending portfolios
Develop and validate credit risk models
Conduct stress testing and scenario analysis
Review credit policies and lending frameworks
Monitor probability of default (PD) and loss given default (LGD) metrics
Prepare regulatory capital reports
Support IFRS 9 impairment modelling
Perform portfolio segmentation analysis
Present findings to senior risk committees
Collaborate with underwriting teams
Identify emerging credit risk trends
Conduct data validation and model performance reviews
Support internal and external audit queries
Ensure compliance with PRA regulations
Education & Certifications

Mandatory:

Degree in Finance, Economics, Mathematics or related discipline
Optional:

FRM (Financial Risk Manager)
CFA Level I or II
Advanced SAS or Python certification
Technical Skills

SAS / Python
SQL
Excel modelling
Statistical analysis tools
Compliance

PRA regulatory standards
Basel III framework
GDPR data governance