Credit Risk Specialist

wTesco Mobile is undertaking a significant transformation of its credit risk capability, including the implementation of a new credit decisioning platform, enhanced data services, and refreshed customer lifecycle strategies. As part of this programme, we are developing a suite of new credit risk models covering application risk, behavioural (in-life) risk, Probability of Default (PD), exposure risk, and proposition-level risk

.We are seeking an experienced Credit Risk Modelle
r with strong hands-on expertise in scorecard development, bureau data modelling, and regulatory-aligned model design. This is a key delivery role responsible for developing high-quality models that meet governance standards and are ready for deployment into our new credit decisioning platform

.This is a hands-on contractor opportunity, ideal for someone who can quickly integrate into the team, take ownership of model development, and deliver high-quality outputs at pace

• g:
  
  Application scorecar
• ds Behavioural (in-life) scorecar
• ds Probability of Default (PD) mode
• ls Extract, cleanse, manipulate and prepare large datasets using Python and SQL to support model development, validation and deploymen
• t.Build and optimise predictive models using Trans Union and Equifax bureau data, ensuring appropriate variable selection, mapping and regulatory complianc
• g:
  
  Back-testi
• ng Population stability analys
• is Characteristic stability analys
• ce Performance monitori
• ng Produce clear, comprehensive and audit-ready model documentation, technical specifications and governance artefact
• s.Support model implementation, user acceptance testing and production deploymen
• t.Contribute to the ongoing development of model monitoring frameworks and model governance processe
• s.Share modelling best practice and provide technical guidance to colleagues to help build capability across the wider Credit Risk tea

• lls Strong Python programming skills with extensive experience
• ing Predictive analyt
• ent Advanced SQL skills with experience extracting and transforming large, complex datase
• ts.
  
  Proven experience developing and implementi
• ng:
  
  Application scoreca
• rds Behavioural (in-life) mod
• els Probability of Default (PD) mod
• els Proposition-level credit risk mod
• tise Extensive hands-on experience in retail credit risk modell
• ing.
  
  Strong understanding of credit bureau data, particula
• rly:
  
  TransU
• nionEqu
• ifax Experience selecting, interpreting and engineering bureau variables for predictive modell
• ing.
  
  Knowledge of model performance monitoring, calibration and ongoing model optimisat

• ledge
  
  Good understanding of credit risk model govern
• ance.
  
  Experience producing documentation suitable for model governance and a
• udit.
  
  Knowledge of regulatory expectations relatin
• g to:
  
  Model gover
• nance
  
  Fairness and
• ility
  
  Probability of Default (PD) mode

• ibutes
  
  Self-starter who can work independently with minimal superv
• ision.
  
  Able to quickly understand complex data environments and business require
• ments.
  
  Strong analytical and problem-solving s
• kills.
  
  Excellent attention to detail and commitment to producing high-quality
• work.
  
  Effective communicator, able to explain technical concepts to both technical and non-technical stakeho
• lders.
  
  Comfortable working in a fast-paced transformation programme with changing prior