Credit Risk Modelling / Decisions Sciences Manager * London or Kent & element of WFH with both options * £Competitive Salary * J11812
• This role is for a commercially minded statistician / data science specialist in the Decision Science team.
• The purpose of this role is to lead and manage a small team of analysts to develop high quality, robust predictive models and analytical tools to support UK DP business
• Alongside being responsible for all UK DP models, the role holder will also act as a role model and provide technical guidance about modelling and programming to other areas in the business
• Their Decision Science team is focused on understanding, measuring, and predicting customer behavior. The team uses both empirical and statistical modeling techniques to answer questions about customer behaviour and asset valuation to both improve operational efficiency and improve the customer experience within the Group
Knowledge & Experience
• Bachelor degree or higher in a quantitative field such as statistics, mathematics or other related discipline
• 6+ years of credit risk model development experience
• Successful development and delivery of credit risk model development projects in an industry that has high volumes of data
• Successful mentoring and/or management of at least 2 analysts in the delivery of analytical modelling projects
• Proven ability of delivery of expert analytical consultancy with the ability to adapt communication style according to stakeholders
• Highly numerate and detail oriented
• Knowledge of logistic and linear regression techniques to a post graduate standard
• Working familiarity with machine learning techniques, e.g. random forest, gradient boosting
• Understanding of strengths and weaknesses of modeling techniques and the circumstances in which they apply
• Competent using ETL and statistical software (Base SAS and statistical modules or equivalent Python, R, SQL)
• IFRS9 provision requirements knowledge very welcome
To find out more about this great opportunity please make an application and we will be in touch.
Please note we can only accept applications from those with current UK working rights for this opportunity.