We are on a mission to bring subprime lending to the Fintech 2.0
horizon!
Our way forward is to provide sustainable, scalable and embedded
financial solutions to a wider range of customers that are often
excluded by the traditional banks!
We are looking for a passionate Data Scientist to join our Risk
Function and take ownership of the full lifecycle of our consumer
credit risk models.
You will develop, calibrate and maintain scorecards and IFRS 9
models, monitor performance, and ensure full documentation and
regulatory compliance.
This is a high-impact role where you will help shape the entire
risk modelling framework of a highly ambitious financial
institution.
Risk Modelling & Analytics
Develop, calibrate, and maintain consumer credit risk models,
including:
Application scorecards
Behavioral scorecards
Risk segmentation and affordability models
Build and maintain PD, LGD, and EAD models for IFRS 9 Expected
Credit Loss (ECL) calculations.
Use advanced ML methods (e.g., CatBoost, gradient boosting) where
suitable for challenger models.
IFRS 9 Modelling
Maintain and enhance the IFRS 9 ECL model, including staging logic,
macroeconomic overlays, and model calibration.
Support the monthly and quarterly provisioning cycles with
high-quality analytics.
Model Monitoring & Validation
Perform regular model monitoring: Gini/ROC, KS, calibration,
PSI/CSI, back-testing.
Conduct annual validation and coordinate external validator/auditor
reviews.
Identify model weaknesses and propose improvements or
recalibrations.
Documentation & Governance
Maintain complete model documentation (methodology, data,
assumptions, validation results).
Ensure compliance with internal Risk Policies, IFRS 9 guidance, and
audit requirements.
Prepare model performance updates for the Risk Committee.
Data & Systems
Work with Data Engineering to improve data pipelines and ensure
data quality.
Build reproducible analytical workflows in Python/R, SQL.
Support deployment of models into production systems and decision
engines.
Phone: 0884338622
