Data Scientist

• Are you a Data Scientist who's worked within a credit risk, lending, banking, fintech or consumer finance environment previously?
• Can you create compelling reports that tell a story and explain complex data sets to all audiences?
• Do you have the experience and drive to help establish and develop our data science and credit risk modelling capability from the ground up?

About the Role.

We're looking for a highly skilled and motivated Data Scientist to join us during an exciting time of Change and Transformation.

Reporting to the Credit Risk Manager and working closely with the Director of Credit Risk and Data Analytics, this is a unique opportunity to become one of the key architects of our future decisioning and risk management framework.

You’ll be responsible for developing our first generation of predictive credit risk models, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), application scorecards, affordability models and collections strategies.

You will work with large and complex datasets to identify opportunities that improve lending decisions, enhance customer outcomes and support sustainable portfolio growth.

Combining traditional data science techniques with practical commercial application, you’ll leverage modern analytics, machine learning and AI-assisted development tools to accelerate model development, improve decision making and deliver tangible business value.

You’ll collaborate with stakeholders across Credit Risk, Operations, Finance, Collections and Technology to deliver innovative, data-driven solutions that support the company’s strategic objectives and will use your quantitative skills to deliver actionable insights to a variety of senior external and internal stakeholders.

• Design, develop, validate and monitor predictive credit risk models including but limited to ECL, pricing, forecasting and provisioning models.
• Maintain application scorecards, affordability models and decisioning strategies that support responsible lending and portfolio growth.
• Support the development of provisioning, forecasting and portfolio monitoring methodologies.
• Analyse customer, bureau, affordability and behavioural data to identify trends, risks and opportunities.
• Utilise machine learning and AI-assisted development techniques to accelerate model development and improve analytical efficiency.
• Produce robust model documentation, validation reports and governance materials.
• Work closely with Credit Risk, Operations, Transformation and Finance teams to translate business problems into analytical solutions.
• Build scalable analytical processes using Big Query, Python and Google Cloud technologies.
• Develop clear and insightful visualisations and presentations for both technical and non-technical audiences.
• Stay informed of industry best practice, emerging technologies and regulatory developments relevant to consumer credit risk modelling.
• Collaborate with stakeholders across departments to understand their data needs and deliver tailored solutions.
• Ensure data integrity and compliance with relevant regulations (e.g., GDPR).
• Identifying and analysing causes of urgent defects and making predictions on likelihood of recurrence
• Acting as an internal consultant to the business on data driven decision making and insights
• Developing differentiated pricing models and educating stakeholders on findings
• Discovering trends and patterns within complex data and present findings to stakeholders
• Leveraging state-of-the-art data mining and machine learning tools and methodologies to drive improved business decisions
• Documenting and articulate key learnings from the data mining exercises

You’re proactive with excellent stakeholder managements skills, a confident presenter and someone who stays informed about emerging technologies and methodologies.

You’ve experience of using Python, a strong knowledge of SQL, a solid understanding of statistical modelling techniques and predictive analytics, and experience developing, validating or monitoring predictive models and scorecards.

We are a privately-run family owned…