Data Scientist - Credit Risk Modelling

iwocaCredit risk

Remote in the UKFull-Time

Salary60,000 - 90,000 GBP per year

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Job Details

Have a background in statistics from a quantitative field, typically through a degree or Master's in Statistics, Mathematics, Physics, or a similar subject.
Have applied statistics to real-world data in research or at work.
Understand when data violates a method's assumptions and how that affects results.
Quantify uncertainty in estimates and treat calibration as a first-order concern.
Have tested new modelling ideas and judged which were worth pursuing.
Critically evaluate model output and explain and defend analytical choices.
Have taken ambiguous problems from framing through to a decision acted on by the business.
Have used AI to produce work such as a prototype, automation, or modelling pipeline.
Write and speak clearly, directly, and concisely, adapting technical detail to the audience.
Python coding is used by the team.

Use lending data to answer credit risk and customer lifetime value questions.
Build analytical findings into the team's production models.
Keep existing models accurate as conditions change.
Make incremental improvements to current models.
Research modelling approaches that could replace existing models.
Help choose the team's projects and put forward new ideas.
Estimate the causal effects of offer amount, duration, and price on customer outcomes.
Develop a multi-stage IFRS model in which recovery predictions improve upfront loss estimates.

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