Analyst, Lending Models
Core
Design, build, and monitor statistical and machine learning models for automated credit risk decisioning in SME lending.
Role type
Senior IC credit risk modeller (lending)
Builds
Production credit risk models, decisioning rules, and monitoring packs for automated lending.
Domain
Fintech / Commercial lending / Credit risk
Deliverable
production ML models
Required skills
Python, statistical modelling (logistic/linear regression), machine learning, SQL, data preparation, feature engineering, model validation, root-cause analysis, credit risk concepts, GenAI tools
Preferred skills
Model implementation in software applications, commercial lending experience
Technologies
Python, SQL, Excel, BI tools, GenAI
Responsibilities
Develop and deploy credit risk models across the full lifecycle; perform ad-hoc analysis to optimize credit policy rules; produce regular scorecard and decisioning monitoring reports; automate monitoring packs and controls; recalibrate or redevelop models based on portfolio experience; lead root-cause investigations into model underperformance; document models and assumptions for governance.
Seniority
Senior, hands-on IC