Director/Head of Credit Risk Modeling

What You’ll Do
1. Risk Modeling & Data Science Leadership

• Model Ownership: Oversee the end-to-end development and performance of all credit models (e.g., Models A, B, C) used for automated decisioning
• Performance Monitoring: Establish rigorous monitoring for model drift and stability, ensuring proactive refreshes or returning when performance deviates from benchmarks
• R&D & Innovation: Lead research into new alternative signals and datasets to improve the "separation" (predictive power) and stability of the models
• Advanced Analytics: Direct the team in executing complex data science and analysis tasks that drive strategic business insights



2. Strategic Collaboration

• Risk Alignment: Partner with the Risk & Portfolio department to ensure models align with current underwriting policies and risk budgets
• Business Growth: Support the Commercial team by providing the data foundation needed for new product launches and portfolio expansion



What You’ll Need:

• Education: Advanced degree (Master's or PhD) in Data Science, Statistics, Mathematics, Computer Science, or a related quantitative field
• Experience: 8+ years in data leadership roles, preferably within Credit Risk Modeling in FinTech, Banking
• Technical Mastery: Deep expertise in credit risk modeling, ML techniques, model validation frameworks, as well as automated underwriting implementation. Familiarity with TFRS9/IFRS9 is strongly preferred
• Leadership: Proven track record