Summary: The Credit Risk Modeller role involves developing and validating credit risk models to enhance the credit risk framework within a high-growth FinTech environment. The position requires expertise in data analytics and modelling techniques, particularly in Python or R, to support various aspects of credit risk, including forecasting and stress testing. This role also includes collaboration with the underwriting team and aims to improve credit risk processes through automation. The opportunity is structured as a 6-month contract with hybrid working arrangements.

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.

Salary (Rate): undetermined

City: London

Country: United Kingdom

Working Arrangements: hybrid

IR35 Status: outside IR35

Seniority Level: undetermined

Industry: Other