Actuarial Data Scientist
Core
Building credit risk models and portfolio monitoring capabilities to predict default and improve credit decisioning for SME lending.
Role type
Actuarial Data Scientist (Credit Risk & Default Prediction)
Builds
Credit engine, risk models, portfolio monitoring dashboards, and early-warning indicators for SME lending.
Domain
Fintech / Credit Risk / SME Lending
Deliverable
production ML models | dashboards & analysis
Required skills
Probability of default modeling, credit scoring, portfolio risk analysis, delinquency forecasting, cohort/vintage analysis, Python, SQL, statistical modeling, machine learning (regression, classification, decision trees, gradient boosting), model validation
Preferred skills
Master's degree in quantitative field, experience in banking/insurance/fintech
Technologies
Python, SQL
Responsibilities
Build and validate models for probability of default and credit scoring; Analyze historical repayment behavior and default patterns; Monitor portfolio performance across cohorts and segments; Develop early-warning indicators for customer default; Run scenario analysis and stress testing; Partner with business teams to translate analytical findings into credit policy recommendations.
