Credit Risk Data Scientist

Key Responsibilities

• Assist in the development, enhancement, and monitoring of credit risk models across the customer lifecycle.
• Perform in-depth portfolio analysis to identify trends, risk drivers, anomalies, and opportunities for performance improvement.
• Conduct exploratory data analysis, feature engineering, segmentation analysis, and model performance monitoring.
• Support model validation, back-testing, calibration, and ongoing model governance activities.
• Develop and maintain recurring analytical reports, dashboards, and automated reporting solutions.
• Build and enhance business intelligence dashboards to support portfolio monitoring and performance management.
• Extract, transform, validate, and reconcile large datasets from multiple data sources.
• Produce regular and ad hoc portfolio monitoring reports and analytical investigations.
• Support the optimisation of credit risk strategies through data-driven analysis and recommendations.
• Investigate data quality issues and support remediation initiatives.
• Collaborate with business stakeholders to translate requirements into analytical and reporting solutions.
• Contribute to process improvements, automation initiatives, and enhanced risk monitoring capabilities.

Experience and Skills Required