Senior Risk Modeling Development Specialist

About the role

The Senior Risk Modeling Development Specialist will design, build and maintain credit risk models for our consumer finance portfolio. You will work closely with data engineers and business stakeholders to ensure models are accurate, robust and aligned with regulatory expectations.

Key responsibilities

• Extract, clean and transform data from core systems, data warehouses and external sources.
• Build development, test and out‑of‑time (OOT) modeling datasets with consistent definitions.
• Define and calculate target variables such as DEL30 and FPD according to business logic.
• Generate inputs for model monitoring metrics, including distribution analysis, bad‑rate tracking and Population Stability Index (PSI).
• Automate recurring data pipelines and support model deployment in production environments.

Required profile

• Bachelor’s or Master’s degree in Computer Science, Mathematics, Statistics or a related field.
• 2‑3 years of experience in data analysis and credit risk modeling, preferably in consumer finance or retail banking.
• Proven experience developing and monitoring credit scorecards.
• Hands‑on experience deploying and monitoring risk models in production systems.

Required skills

• Credit Risk Modeling
• Scorecard Modelling
• Risk Model Monitoring
• R
• Python
• SAS