Lead, Credit Modeller & Data Scientist at Rosabon Financial Services

Job Summary

• The Lead, Credit Modeller & Data Scientist oversees the development, validation, and optimization of credit scoring models, risk analytics frameworks, and data-driven decision systems.
• This role ensures that the organization adopts advanced statistical and machine learning techniques to enhance credit underwriting, customer segmentation, early warning systems, and portfolio performance.
• Are you an expert in credit risk modelling, IFRS 9, and machine learning? We’re looking for a senior data scientist who can build PD, LGD, and EAD models, develop AI-driven credit decision engines, and lead analytics that improve loan performance and portfolio risk strategy.
• If you have experience building credit scorecards, predictive risk models, and automated underwriting systems, this role is for you.

What You’ll Do

• Lead development of credit scoring models (application, behavioral, collections)
• Build PD, LGD, EAD models aligned with IFRS 9
• Deploy machine learning models for credit risk and fraud detection
• Develop automated credit decision engines
• Drive portfolio analytics, stress testing, and default forecasting
• Lead a team of modellers and data scientists.

Criteria

• Interested candidates should possess a Bachelor`s / Master`s Degree
• 8+ years experience in credit risk modelling or data science
• Experience developing credit scorecards or PD/LGD/EAD models
• Strong programming skills in Python, R, SQL, or SAS
• Experience in banking, fintech, or lending environments.