Senior Decision Scientist at Lulalend

OVERALL PURPOSE

• As a Senior Decision Scientist, you will work closely with the Lead Decision Scientist to support the performance of our credit portfolio. You will leverage your expertise in financial, credit, and analytical abilities to build out origination models to support funding decisions that benefit our South African SME community.

Responsibilities will include:

• Collaborate with the Lead Decision Scientist to continuously evaluate and improve analytical models and metrics for funding decisions using appropriate tools and techniques, with a focus on PD, LGD, EAD, FLI and pricing models
• Ensure appropriate governance is applied to the development, sign-off, and monitoring of analytical models, metrics, and tools
• Work closely with the Lead Decision Scientist to identify new opportunities for improving and updating credit models to enhance risk predictions
• Analyse portfolio performance to identify higher risk areas, opportunities for expansion, and recommend suitable remedies
• Report to the Head of Data Science and Lead Decision Scientist on credit portfolio performance and risks
• Expand the company's data with relevant third-party sources for building analytic systems.
• Stay up-to-date with AI/ML technology to identify emerging trends and methodologies affecting credit
• Collaborate with the Data Engineering function to develop, maintain, and scale the Data Warehouse to support credit decisioning and reporting

THE COMPETENCIES WE'RE AFTER

• Strong team collaboration skills
• Ability to think big picture
• Hands-on mentality
• Excellent influencing skills
• Strong problem-solver
• Focused on high quality output
• Self-starter

THE SKILLS AND EXPERIENCE WE'RE LOOKING FOR

• Master's degree in a quantitative field (Mathematics, Statistics, Finance, or equivalent)
• 4+ years of experience in data and analytics, with 2+ years of experience in financial services
• Proven track record of applying machine learning algorithms within a financial institution
• Skilled in Python (pandas, numpy, scikit, etc.) and SQL (Postgres and MSSQL)
• Leading by example, always demonstrating best practices around model development
• Understanding and appreciation of product development processes within an agile environment
• Excellent communication skills with the ability to relay technical information to a non-technical audience