As a Credit risk data scientist, you will be responsible for the development of risk models and credit scorecards leveraging your credit risk experience and ability to work with different technologies.

• Develop and maintain predictive models for assessing credit risk, including models (PD, LGD, EAD) for Consumer and small business credit applications.
• Use statistical techniques, machine learning, and other quantitative methods to build and refine models based on historical data and macroeconomic factors.
• Validate the accuracy and robustness of models using back testing and stress testing.
• Demonstrated ability to execute data processing tasks, including data auditing, preparation, transformation and aggregation using "Databricks", "SQL" & "Python" or "R"
• Required to perform data analysis and interpretation such as: gather and clean large datasets from various sources (credit bureau data, financial statements, transaction history, etc.) for model development and analysis, conduct exploratory data analysis to identify patterns, trends, and relationships that can inform risk models, ensure data quality, completeness, and integrity for accurate risk assessments.
• Use credit risk models to generate risk ratings, decision boundaries, and recommendations for credit origination or credit limit adjustments
• Prepare detailed reports and presentations on credit risk metrics, model performance, and risk exposures for senior management, regulators, and stakeholders.
• Communicate complex quantitative results in a clear and actionable manner for non-technical audiences.
• Monitor credit risk trends and provide insights to senior management on emerging risks
• Maintain proper documentation for all models, including assumptions, methodologies, and performance assessments.
• Work closely with credit risk management, portfolio management, finance, and IT teams to ensure that models are aligned with business strategies and risk appetite.
• Develop model performance tracking and changes to applicant behaviours and credit risk indicators.

Please send your resume to [email protected] and reach out on 0477 696 046