Jacob Chapman
Summary
Mortgage portfolio risk specialist with extensive experience in analytical oversight, governance, and optimisation of residential and buy-to-let credit portfolios within regulated UK financial services environments.
Overview
8
8
years of professional experience
4
4
years of post-secondary education
Work history
Senior Credit Risk Analyst
OSB Group
2021.12 - 2026.04
- Direct the analytical oversight of Residential and Buy-to-Let mortgage portfolios, employing granular data interrogation to identify emergent risk dynamics, arrears drivers, and affordability vulnerabilities under evolving macro-financial conditions.
- Develop and deploy forward-looking portfolio forecasting frameworks incorporating interest rate shocks, income elasticity assumptions, and borrower behavioural responses to inform strategic risk management and capital allocation decisions.
- Architect and refine affordability and stress testing methodologies to ensure robust alignment with regulatory expectations, embedding prudential safeguards while supporting sustainable lending outcomes.
- Collaborate with Collections and Servicing functions to construct analytically grounded arrears management and forbearance strategies, enhancing customer outcome effectiveness within a conduct risk framework.
- Produce high-impact management information and risk intelligence for Credit Committee, enabling informed oversight of portfolio performance, emerging threats, and adherence to articulated risk appetite thresholds.
- Contribute to the iterative development of mortgage lending policy, ensuring conceptual clarity, operational consistency, and strict compliance with evolving regulatory standards.
- Support model governance processes, including validation and challenge, to ensure appropriate deployment of credit risk models within both underwriting and portfolio monitoring contexts.
- Manage cross-functional alignment across Product, Underwriting, and Collections to ensure portfolio strategy remains coherent across risk, commercial, and regulatory dimensions.
Senior Credit Risk Analyst
Al Rayan Bank
2020.04 - 2021.12
- Led comprehensive stress testing and scenario modelling exercises on mortgage portfolios during the COVID-19 period, identifying structurally vulnerable borrower cohorts and informing the calibration of targeted forbearance and customer support interventions.
- Delivered in-depth analytical assessments across Buy-to-Let and Residential portfolios, facilitating early identification of adverse risk trends and supporting proactive portfolio risk mitigation.
- Maintained and enhanced affordability assessment frameworks in strict accordance with MCOB requirements, ensuring both regulatory compliance and methodological consistency in underwriting standards.
- Produced detailed asset quality reviews and portfolio monitoring packs, offering critical insights into arrears performance, credit deterioration, and concentration risks.
Credit Risk Analyst
Al Rayan Bank
2018.03 - 2020.04
- Generated comprehensive mortgage portfolio management information and reporting suites for Credit Committee, facilitating rigorous oversight of performance metrics, arrears trajectories, and risk appetite compliance.
- Designed and operationalised concentration limit frameworks across mortgage portfolios, supporting effective exposure management and portfolio diversification objectives.
- Conducted scenario-based analytical exercises to evaluate the sensitivity of portfolio risk profiles to macroeconomic variables, including interest rate movements and property market fluctuations.
- Contributed to the development and formalisation of mortgage-specific risk appetite frameworks, embedding quantitative thresholds and governance controls.
Education
MSc - International Money and Banking
University of Birmingham
2016.01 - 2017.01
BA (Hons) - Politics and Economics
University of Reading
2013.01 - 2016.01
Skills
- Advanced mortgage portfolio management (Residential and Buy-to-Let asset classes)
- FCA regulatory frameworks, including MCOB, affordability assessment, and conduct risk
- Credit risk policy architecture, governance, and control frameworks
- Quantitative portfolio analytics, stress testing methodologies, and forecasting techniques
- Arrears segmentation, behavioural analysis, and forbearance strategy design
- Risk appetite calibration and concentration risk management
- Senior stakeholder engagement and Credit Committee reporting
Timeline
Senior Credit Risk Analyst
OSB Group
2021.12 - 2026.04
Senior Credit Risk Analyst
Al Rayan Bank
2020.04 - 2021.12
Credit Risk Analyst
Al Rayan Bank
2018.03 - 2020.04
MSc - International Money and Banking
University of Birmingham
2016.01 - 2017.01
BA (Hons) - Politics and Economics
University of Reading
2013.01 - 2016.01