Credit Risk Modeller â Scoring Models | Advanced Analytics | Alternate Data
Credit Risk Modeller â Scoring Models | Advanced Analytics | Alternate Data
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Job Description
Credit Risk Modeller Scoring Models Advanced Analytics Alternate Data
Are you a credit risk modelling expert with a strong research mindset and proven experience building robust scoring models Do you thrive in environments where statistical rigour creative thinking and technical excellence drive business decisions
We are partnering with a leading financial services group to appoint a Credit Risk Modeller with a strong focus on developing credit scoring models using traditional and alternative data sources. This is an opportunity to influence credit vetting decisions across the customer lifecycle in a forward-thinking analytics-led environment.
Duties & Responsibilities
Key Responsibilities:
- Design build and implement credit scoring models (PD LGD IFRS 9) using structured and unstructured/alternate data.
- Develop machine learning and statistical models to enhance the credit vetting process.
- Conduct data mining feature engineering and statistical testing across large datasets.
- Work with risk credit analytics and technology teams to ensure models are integrated and performing optimally.
- Research and publish model documentation in alignment with governance and regulatory requirements.
- Engage with internal committees and influence modelling best practices across the business.
Ideal Background:
- PhD/MSc in Actuarial Science Data Science Quantitative Risk or similar.
- 5 years of hands-on experience in credit risk modelling especially within a banking or financial services context.
- Strong foundation in GLMs survival models Markov models or Cox-regression frameworks.
- Highly proficient in R Python SQL and tools such as SAS or Emblem.
- Experience with R Shiny dashboards or model explainability tools will be a strong advantage.
- A track record of research publications technical model development and involvement in academic or industry collaboration projects is highly valued.
What Sets This Role Apart:
- Shape and influence the modelling roadmap across multiple credit portfolios.
- Join an award-winning team with a track record of innovation in IFRS 9 and survival modelling.
- Work with data science analytics and credit risk specialists in a high-impact environment.
- Exposure to cutting-edge research alternate data strategies and real-world deployment.
- Flexible hybrid setup with career progression and thought leadership opportunities.
If you are interested in this opportunity please apply directly to .
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If you have not had any response in two weeks please consider the vacancy application unsuccessful. Your profile will be kept on our database for any other suitable roles / positions.
We also invite you to contact us to discuss your next career move in finance!
For more information contact:
Heidi Nieuwoudt on
Specialist Recruitment Consultant: Actuarial and Analytical
Employment Type
Full-Time
