Credit Risk Statistician

Recruiter
Anonymous
Location
London
Salary
Competitive
Posted
08 Oct 2016
Closes
05 Nov 2016
Contract Type
Permanent
Hours
Full Time
Job Title: Credit Risk Statistician
Location: London
Salary: Negotiable + equity & bonus

A fast-growing fintech lender has an opportunity for an experienced Credit Risk Modeller to join them. Launched in the UK in mid-2014, they've already seen massive demand, with for over ???600 million worth of loans received over the past 24 months.
Responsibilities
• Use supervised and unsupervised learning algorithms to improve credit models
• Coding in R required else advanced SAS and model implementation required
• PD / LGD development
• Operational / marketing model development
• Credit related model development for other European countries
Candidate Profile
• Bachelors Degree in Math, Statistics, Computer Science, or other quantitative discipline, 2:1 or above
• Sound knowledge in risk analysis / modelling with a focus on credit risk (scorecards, PD, LGD, EAD models etc...)
• Experience with statistical analysis, advanced modelling techniques and proven ability to work with large data sets
• 3+ years experience in R, SAS, Perl, Python, Java, or other languages appropriate for large scale analysis of data
• 3+ years experience with data mining, machine learning, statistical modelling tools and underlying algorithms

Please send your CV or call us on (Apply online only)