CIPD has a factsheet on this:
www.cipd.co.uk/.../keeping-records-factsheet

Statutory Sick Pay records, calculations, certificates, self-certificates
Recommended retention period: The Statutory Sick Pay (Maintenance of Records) (Revocation) Regulations 2014 (SI 2014/55) abolished the former obligation on employers to keep these records. Although there is no longer a specific statutory retention period, employers still have to keep sickness records to best suit their business needs. It is advisable to keep records for at least 3 months after the end of the period of sick leave in case of a disability discrimination claim. However, if there is a contractual claim for breach of an employment contract it may be safer to keep records for 6 years after the employment ceases.