Contract Credit Risk Modeller
- £560-£640 per day
- Inside IR35
- Fully remote
- Three-month contract
The company
Harnham is partnering with a leading financial data and analytics organisation to recruit a hands-on Credit Risk Modeller for an initial three-month engagement.
You will join its UK Product Analytics and Innovation team, supporting the rapid development of a new credit-risk product.
The role
You will independently build a point-of-application credit risk scorecard from raw data through to a validated, production-ready MVP.
Your responsibilities will include:
- Ingesting, joining and cleaning complex customer and credit datasets
- Constructing development samples and defining observation and performance windows
- Establishing appropriate good/bad definitions
- Engineering characteristics and treating missing and special values
- Performing monotonic binning, Weight of Evidence and Information Value analysis
- Developing an interpretable logistic-regression scorecard
- Completing feature selection, model tuning and points-based score scaling
- Validating the model using measures such as Gini, KS, AUC, PSI and out-of-time testing
- Producing clear technical documentation and supporting production implementation
Your skills and experience
The successful candidate will have:
- Personally built and deployed at least two end-to-end consumer or commercial credit scorecards
- Advanced hands-on Python experience within credit-risk modelling
- Strong SQL skills and the ability to prepare complex modelling datasets independently
- Practical experience with WoE, IV, binning, logistic regression and score scaling
- Experience defining modelling samples, performance windows and credit outcomes
- A track record of implementing scorecards within lending, underwriting, collections or credit decisioning
- The ability to write custom transformations and debug Python logic independently
- Experience delivering models within regulated financial-services environments
- Availability to begin immediately or at short notice
Experience with credit-bureau, SME, commercial, Companies House or Open Banking data would be beneficial. GCP and BigQuery experience is also desirable, although other cloud platforms will be considered.
Candidates should be prepared to discuss a previous scorecard build in granular detail during the interview, including feature choices, binning decisions, model trade-offs, validation results and their individual coding contribution.
Contract Credit Risk Modeller in London employer: Harnham - Data & Analytics Recruitment Careers
As a leading consumer retail organisation based in London, we pride ourselves on fostering a dynamic and inclusive work culture that champions innovation and collaboration. Our commitment to employee growth is evident through tailored development programmes and the opportunity to lead transformative digital initiatives, all while enjoying a competitive salary and bonus structure. Join us to be part of a forward-thinking team that values your contributions and empowers you to drive meaningful change in a rapidly evolving market.
Contact Details:
Harnham - Data & Analytics Recruitment Careers Recruitment Team
