Credit Modeling Analyst

About this role

Credit Modeling Analyst will develop, implement, and validate statistical and mathematical models to support credit risk assessment and decision-making across Consumer & Program Lending portfolios.

Credit Modeling Analyst will support the Head of Credit Risk, Merchant & Program Lending in building robust, data-driven models for credit scoring, risk measurement, and portfolio performance forecasting, ensuring model integrity through regular back-testing and validation.

Core

Responsibilities

• Develop and implement statistical and mathematical credit models.
• Identify, define, and calculate independent and dependent variables for model building and ensure accurate representation of credit risk parameters.
• Identify, define, and calculate independent and dependent variables for model building and ensure accurate representation of credit risk parameters.
• Collect, handle, cleanse, and prepare data from multiple internal and external sources for modeling purposes.
• Ensure data integrity and accuracy throughout the data pipeline from extraction to model input by implementing effective data quality checks and cleansing procedures.
• Maintain model documentation including data dictionaries, variable definitions, and transformation logic. 7. Conduct regular model back-testing to assess model performance, stability, and predictive accuracy over time.

Requirements

• 1-3 years experience in the credit modeling, risk modeling or similar role within a banking or financial services industry.
• Minimum masters degree preferably in statistics, mathematics, econometrics or any relevant major.
• Leadership skills.
• Good inter personal skills.