Credit Risk Modeller â Scorecard Development
Credit Risk Modeller â Scorecard Development
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Job Description
Credit Risk Modeller Scorecard Development
Are you a technically skilled credit risk modeller with a deep understanding of scorecard development and a passion for solving complex problems using data
We are working with a leading financial services group that is shaping the future of credit decisioning. They are looking for a Credit Risk Modeller to take the lead in building robust credit scoring models using both traditional and alternative data sources driving innovation across acquisition account management and collections strategies.
Duties & Responsibilities
Key Responsibilities
- Develop and implement credit scoring models (PD LGD IFRS 9) across retail portfolios.
- Apply GLMs survival analysis and machine learning algorithms to build predictive stable and explainable models.
- Extract and manipulate large structured and unstructured datasets for modelling purposes.
- Conduct feature engineering model validation and performance monitoring.
- Collaborate with cross-functional teams across credit risk data science and IT to deploy models into production.
- Lead documentation governance and presentation of models to internal risk committees.
- Contribute to research-led initiatives within credit analytics and advanced modelling techniques.
Ideal Candidate Profile
- PhD or MSc in Actuarial Science Data Science Applied Statistics Quantitative Risk or a related field.
- 5 years hands-on experience in credit risk modelling in a financial institution or consulting environment.
- Strong proficiency in R Python SQL and tools like SAS Shiny or Emblem.
- Expertise in statistical frameworks such as GLMs Cox regression Markov models or survival analysis.
- Experience using alternative data sources (e.g. transactional data bureau data behavioural data).
- A research mindset and a strong publication or presentation track record will be a distinct advantage.
Whats in it for You
- Shape the credit risk modelling roadmap across high-impact portfolios.
- Work on cutting-edge modelling techniques including machine learning scorecard optimisation and explainability.
- Join a team known for innovation in IFRS 9 survival modelling and data science-driven credit strategies.
- Flexible hybrid work model and strong career growth prospects.
- Collaborate in a research-rich intellectually curious environment.
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
