Job Title: Credit Risk Specialist – SAS & Credit Scorecard Development
Experience: 5–10 Years
Location: London/ Manchester/ Bristol
Employment Type: Contract
Job Summary
We are looking for an experienced Credit Risk Specialist with strong hands‑on expertise in SAS, credit risk analytics, and scorecard development. The ideal candidate will have experience building, validating, implementing, and monitoring credit scoring models for lending portfolios, including application, behavioral, and/or bureau scorecards.
The role requires a strong understanding of credit risk modelling, statistical techniques, SAS programming, model performance assessment, and regulatory requirements.
Key Responsibilities
- Develop and maintain credit risk scorecards for consumer, SME, retail, or commercial lending portfolios.
- Perform end‑to‑end scorecard development, including:
- Data preparation and exploratory analysis
- Variable selection
- Missing‑value treatment
- Outlier analysis
- Binning and Weight of Evidence (WoE)
- Information Value (IV) analysis
- Variable transformation
- Logistic regression modelling
- Score scaling and calibration
- Use SAS/Base SAS and SAS Enterprise Miner or equivalent SAS analytical tools for statistical modelling and data analysis.
- Develop application, behavioral, collections, fraud, or credit bureau scorecards as required.
- Analyze portfolio performance and identify key risk drivers and emerging credit‑risk trends.
- Calculate and interpret model performance metrics such as:
- Gini
- KS
- AUC/ROC
- PSI
- CSI
- Accuracy / classification metrics
- Bad‑rate and delinquency analysis
- Conduct model validation, back‑testing, benchmarking, and stability analysis.
- Support PD, LGD and EAD modelling where applicable.
- Develop segmentation strategies and risk bands for lending portfolios.
- Perform champion/challenger analysis and recommend model enhancements based on portfolio performance.
- Work with large datasets using SAS SQL, PROC SQL, DATA STEP, PROC LOGISTIC, PROC REG, and other relevant SAS procedures.
- Translate analytical outputs into credit policy and lending strategy recommendations.
- Support implementation of scorecards into production decisioning systems.
- Monitor existing models and perform periodic model performance and stability reviews.
- Prepare technical documentation covering model methodology, assumptions, variables, validation results, and limitations.
- Work closely with Credit Risk, Model Risk, Data Science, Risk Analytics, Data Engineering, and Business teams.
- Ensure models and analytical processes comply with relevant internal governance and regulatory standards.
Skills: scorecard,credit,risk,sas,credit risk
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Credit Risk Specialist (SAS & Build Scorecard) in Preston employer: Virtual Connect Solutions
At Virtual Connect Solutions, we pride ourselves on fostering a collaborative and innovative work culture that empowers our employees to excel in their roles. As a ServiceNow Solution Architect, you will have access to continuous professional development opportunities and the chance to work on cutting-edge projects that make a real impact in the enterprise landscape. Our commitment to employee well-being and a supportive environment makes us an exceptional employer for those seeking meaningful and rewarding careers.
