You will be responsible for supporting the development and on-going maintenance of both application and behavioural Credit Risk models across a range of unsecured lending products and portfolios. This will be using SAS/SQL initially, but you will play a key part in facilitating the transition towards open-source programming and machine learning model development techniques.
- Develop, document and monitor predictive models, e.g. Scorecards, using statistical tools and techniques to increase efficiency and profitability.
- Support the Consumer Lending business in delivering agreed budgets, with commercial portfolio analysis, on a regular and bespoke basis
- Prepare papers and documentation that will be shared, and presented, at a senior level
- Develop the capability to provide portfolio analysis and management information, at a segmented level, to monitor business performance and assist management in making strategic decisions
Required Experience Includes:
- Excellent commercial experience and advanced knowledge of SAS, SQL and/or Python
- Strong & proven quantitative analytical skills within analytics functions of Financial Services (Credit Risk/Marketing/Commercial departments)
- Previous experience developing predictive models or applying machine learning algorithms
- Good knowledge of the UK Consumer Credit market and relevant regulations
Please note, should feedback not be received within 28 days due to the large volume of applications, unfortunately your application has been unsuccessful. However, we may be in touch with similar relevant opportunities.