Senior Quantitative Analyst

To develop, optimise, implement, and maintain acquisition credit risk models and scorecards that accurately predict risk at the point of application, using both traditional statistical techniques and advanced analytical methodologies to support effective credit decisioning.

Job Responsibilities

• Take ownership of acquisition credit risk models for unsecured lending products, including personal loans, credit cards, and overdrafts.
• Develop, enhance, implement, monitor, and maintain application scorecards and credit risk models used at the point of customer acquisition.
• Build and validate credit risk models using statistical and machine learning techniques, including logistic regression and other advanced modelling methodologies.
• Extract, manipulate, and analyse large datasets using SQL, SAS, and other analytical tools to support model development and business decision-making.
• Conduct model performance monitoring...