Summary: The Credit Risk Modeller role in London involves developing and validating credit risk models to support a high-growth FinTech's credit risk framework. The position requires expertise in data analytics and modelling techniques, with a focus on enhancing credit risk processes. The role also includes collaboration with the underwriting team and conducting forecasting and stress testing across portfolio segments. This is a hybrid position for a 6-month contract outside IR35.

Key Responsibilities:

• Develop and validate credit risk models for origination and lifecycle monitoring, including scorecards and open banking forecasting models.
• Conduct forecasting and stress testing across multiple portfolio segments, utilizing data analytics and modelling techniques.
• Enhance credit risk processes through automation and robust framework development.
• Provide support to the underwriting team when necessary.

Key Skills:

• 2+ years of experience developing commercial underwriting models for B2B lending.
• Expertise in Python or R for modelling and data analysis.
• Experience in time-series modelling and financial forecasting.
• Strong problem-solving skills, with a proactive approach to innovation.
• Background in commercial credit risk, underwriting, or portfolio management.
• Experience utilizing external data sources to enhance model predictability.
• Familiarity with machine learning techniques and model deployment.
• Experience working in a start-up or high-growth environment.

Salary (Rate): undetermined

City: London

Country: United Kingdom

Working Arrangements: hybrid

IR35 Status: outside IR35

Seniority Level: undetermined

Industry: Finance