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Head of Decision Science

Job LocationLondon
EducationNot Mentioned
Salary90,000 - 130,000 per annum
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Head of Decision ScienceLondon£95,000 - £130,000Im working with a fast-growing and scale-up fin-tech that is investing in growing out its Analytics and Decision Science function.The lender is targeting more growth with new innovative lending products set to launch this year.This role will lead all modelling and decision science activities across the business. This role reports directly into the C-level, is responsible for building out the team whilst also remaining hands-on with some of the model development initially.You will be responsible for building best-in-class decision models across the credit life-cycle with a focus on underwriting as well as pricing and NPV modellingTHE ROLE:

  • Develop best in class predictive decision models
  • Progress the implementation of machine learning into the credit models decision models
  • COntinue use of machine learning to optimise the real-time pricing offering
  • Development of Credit Risk Scorecards across the life-cycle; application and behavioural
  • Key part of business decisions when it comes to upgrading decision engines and technical systems
YOUR SKILLS AND RESPONSIBILITIES:
  • Numerate background with a strong degree, ideally from a Russell Group University
  • Experience developing Credit Risk Scorecards or Pricing models (within consumer lending) from end to end
  • Experience developing Capital and IFRS9 models is a plus
  • Advanced data skills using SQL
  • Extensive programming experience using Python
  • Ability to influence stakeholders at various levels
KEYWORDSDecision Science, Scorecards, Logistic Regression, Credit Scoring, Credit Cards, Loans, Probability of Default, PD, LGD, EAD, IFRS9

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