Harnham
Contract Credit Risk Modeller
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Contract Credit Risk Modeller
£560-£640 per day
Inside IR35
Fully remote
Three-month contract
The company
Harnham is partnering with a leading financial data and analytics organisation to recruit a hands-on Credit Risk Modeller for an initial three-month engagement.
You will join its UK Product Analytics and Innovation team, supporting the rapid development of a new credit-risk product.
The role
You will independently build a point-of-application credit risk scorecard from raw data through to a validated, production-ready MVP.
Your responsibilities will include:
- Ingesting, joining and cleaning complex customer and credit datasets
- Constructing development samples and defining observation and performance windows
- Establishing appropriate good/bad definitions
- Engineering characteristics and treating missing and special values
- Performing monotonic binning, Weight of Evidence and Information Value analysis
- Developing an interpretable logistic-regression scorecard
- Completing feature selection, model tuning and points-based score scaling
- Validating the model using measures such as Gini, KS, AUC, PSI and out-of-time testing
- Producing clear technical documentation and supporting production implementation
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Your skills and experience
The successful candidate will have:
- Personally built and deployed at least two end-to-end consumer or commercial credit scorecards
- Advanced hands-on Python experience within credit-risk modelling
- Strong SQL skills and the ability to prepare complex modelling datasets independently
- Practical experience with WoE, IV, binning, logistic regression and score scaling
- Experience defining modelling samples, performance windows and credit outcomes
- A track record of implementing scorecards within lending, underwriting, collections or credit decisioning
- The ability to write custom transformations and debug Python logic independently
- Experience delivering models within regulated financial-services environments
- Availability to begin immediately or at short notice
- Experience with credit-bureau, SME, commercial, Companies House or Open Banking data would be beneficial. GCP and BigQuery experience is also desirable, although other cloud platforms will be considered.
- Candidates should be prepared to discuss a previous scorecard build in granular detail during the interview, including feature choices, binning decisions, model trade-offs, validation results and their individual coding contribution.
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Desired Skills and Experience
Credit Risk Management, Credit Risk Modeling, Python, SQL, Logistic Regression, Statistical Modeling, Predictive Modeling, Data Modeling, Google Cloud Platform, BigQuery
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