Lead Data Scientist – Credit Modelling & Data Products

My client is building a next-generation data and analytics capability using large-scale financial datasets spanning millions of records. Their goal is to transform complex data into predictive insights, industry intelligence, and innovative data products that create real business value.

As Lead Data Scientist, you will be responsible for designing, building, and governing predictive models that support data-driven products and strategic decision-making. You will work closely with engineering and product teams to transform raw data into robust, auditable, and commercially valuable solutions.

Skills & Experience

Technical Expertise

• Strong proficiency in Python (Pandas, NumPy, Scikit-learn) and SQL.
• Hands-on experience with Snowflake or similar cloud-based data warehouse platforms.
• Experience using Git and reproducible development practices.
• Strong understanding of data pipelines, data quality, and analytics engineering principles.

Credit Modelling & Predictive Analytics

• Proven experience conducting rigorous exploratory data analysis and feature engineering.
• Experience building predictive models in regulated financial services environments, ideally within:
  • Retail banking
  • Commercial banking
  • Asset securitisation
  • Credit management
• Expertise developing and deploying credit risk models, including:
  • Probability of Default (PD) models
  • Scorecards
  • Risk segmentation models
• Experience evaluating and implementing challenger models such as XGBoost while balancing explainability and regulatory requirements.
• Strong understanding of model performance metrics including AUC, Gini, KS, calibration, and business impact measurement.
• Experience deploying production-ready models with monitoring, retraining triggers, and controls against issues such as target leakage.

Governance & Regulatory Knowledge

• Experience operating within model risk governance frameworks, including documentation, validation, and audit requirements.
• Strong understanding of GDPR and automated decision-making considerations.
• Awareness of emerging AI regulations, including the EU AI Act and related governance requirements.
• Knowledge of security-by-design principles when working with sensitive financial and personal data.

Why Join Us?

• Opportunity to shape and build a new data products capability from the ground up.
• Direct exposure to senior leadership and strategic decision-making.
• Work on complex, high-value datasets and industry-leading predictive analytics challenges.
• Join a collaborative environment that values innovation, ownership, and impact.
• Competitive salary and benefits package with flexible hybrid working.

Due to the volume of applications received for positions, it will not be possible to respond to all applications and only applicants who are considered suitable for interview will be contacted. 

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