Head of Modelling
We’re looking for a smart, driven individual to join the core team as our Head of Modelling in South Africa, UK or Singapore.
The individual will be responsible for developing and implementing our credit risk management strategy and management of the modelling and data science team. The modelling and data science team are responsible for the entire lifecycle of alternative scoring, risk modelling and data collection within the LenddoEFL Data Science function.
What You'll Do:
- Lead and manage modelling and data science colleagues
- Define and implement methodologies and tools to achieve risk and modelling and goals
- Lead LenddoEFL Risk & Analytics team to build and implement modeling and Analytics needs
- Monitor team performance and from time-to-time lead and assist in developing model and portfolio performance initiatives
- Lead client engagements, often present findings and best practice initiatives either internally, externally to both clients and sometimes at industry events
- Provide guidance and thought leadership to the business and directly to the data science team in the domain of data science, modelling and machine learning
- Model Management:
- Define, team models to be implemented
- Perform regular model and portfolio performance reviews
- Propose strategy and model changes / upgrades when needed
- Validate that ready-to-implement models are in line with client expectations
- Module Definitions
- Continue to standardize application designs decisions; provide critical input and materials to determine behavioral module design for new and existing partner launches.
- Ensure timely and accurate communication of technical specifications of new credit risk models, the definition of raw data structure and terminology to Product, Engineering and Marketing teams.
- Platform Servicing:
- Continuously engage with clients to generate new data to be included in credit policy
- On-going evaluation of industry risk associated with platform strategy
- Monitoring of model performance in active partners (scorecard monitoring).
- Improve monitoring framework and follow implementation progress on the company's tools.
- Design, implementation, and operational execution of new internal dashboards for monitoring performance and forecasting future performance based on multiple scenarios (hazard curves).
- Team Management
- Work with Risk & Analytics team, VP of Product and rest of executive leadership team on data science and modeling road mapping/planning and in new module and feature development; own execution of team goals against R&D roadmap.
- Validate, adapt and upgrade R&D roadmaps through client visits.
- R&D Data Analytics
- Design and manage collaboration between members of the modeling team to develop and validate predictive features (variables, indices, and traits) in LenddoEFL datasets based on expert knowledge of the credit risk models behind user interactions with LenddoEFL’s modules.
- Design and implement a strategy to make Feature Engineering a repeatable, efficient team function (for all available datasets); manage development roadmap of LenddoEFL Score Confidence system to protect data quality via real-time flagging system.
- Prioritize and manage regular exploratory analyses on Mobile or any new data sets for trends and potential predictive power, in accordance with business objectives and R&D roadmap.
- Masters or PhD in a quantitative oriented field of study, including Mathematics, Economics, Actuarial Sciences, Physical Sciences, Finance, Statistics, Computer Science or equivalent
- Minimum of 8-10+ years of end-to-end experience building credit-scoring models, with participation in all aspects including data preparation, variable definition and selection, model refinement, model evaluation, and model implementation
- Deep fundamental understanding in the technical aspects, monitoring and evaluation techniques, and the challenges associated with traditional and or alternative credit scoring
- Proven experience dealing with credit scoring implementations, credit policy design and credit risk management frameworks.
- Experience explaining model results and performance to non-technical business stakeholders.
- Exceptional problem solving and critical thinking skills. Detail oriented.
- Excellent communication and organizational skills. You will need to interact well with many stakeholders, at all levels of the organization.
- Experience working and succeeding in developing country environments.
- Team and people management experience.
- Masters or PhD, or equivalent work experience producing rigorous research in a relevant area of study.
- Credit risk experience.
- Experience with statistical techniques and tools in Python is a plus.
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