Credit Risk Scorecard Developer (Loans)

Credit Risk Scorecard Developer (Loans)
Location: London
Rate: £400 - £500 p/day

Duration: Initial 3 months with potential to extend
Skills: Scorecard Development, Loans, SAS, SAS Enterprise Miner, SAS Enterprise Guide, Credit Risk
Our financial services client is looking for a Credit Risk Scorecard Developer (Loans) to join their team developing Loan Scorecards to support new credit risk policy development.

You will be responsible for the design and build of a Personal Loans Credit Risk Scorecard, applying the customer analytics and decisions model development framework whilst acting as a point of contact throughout the development process with senior stakeholders throughout the business. You will produce model methodology and technical implementation documentation in accordance with company standards. In order to do this you will use logistic regression in SAS Enterprise Miner and process large datasets using SAS Enterprise Guide.

You should have good experience of previously developing credit risk scorecards within a financial services environment using SAS Enterprise Miner and SAS Enterprise Guide.

It is essential that you are also experienced in the extraction and manipulation of data to support risk model development, including defining observation periods, outcome periods and choosing suitable "bad" definition. You should have good communication skills both written and verbal.

Key Skills:
- Extremely numerate, a degree in maths/statistics would be an advantage
- Recent experience in the development of risk scorecards
- Strong SAS knowledge, including SAS Enterprise Miner & Guide.

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