Credit Risk Specialist (SAS & Build Scorecard)

Job Title: Credit Risk Specialist – SAS & Credit Scorecard Development

Experience: 5–10 Years

Location: London/ Manchester/ Bristol

Employment Type: Contract

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Job Summary

We are looking for an experienced Credit Risk Specialist with strong hands-on expertise in SAS, credit risk analytics, and scorecard development. The ideal candidate will have experience building, validating, implementing, and monitoring credit scoring models for lending portfolios, including application, behavioral, and/or bureau scorecards.

The role requires a strong understanding of credit risk modelling, statistical techniques, SAS programming, model performance assessment, and regulatory requirements.

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Key Responsibilities

• Develop and maintain credit risk scorecards for consumer, SME, retail, or commercial lending portfolios.
• Perform end-to-end scorecard development, including:
  • Data preparation and exploratory analysis
  • Variable selection
  • Missing-value treatment
  • Outlier analysis
  • Binning and Weight of Evidence (WoE)
  • Information Value (IV) analysis
  • Variable transformation
  • Logistic regression modelling
  • Score scaling and calibration
• Use SAS/Base SAS and SAS Enterprise Miner or equivalent SAS analytical tools for statistical modelling and data analysis.
• Develop application, behavioral, collections, fraud, or credit bureau scorecards as required.
• Analyze portfolio performance and identify key risk drivers and emerging credit-risk trends.
• Calculate and interpret model performance metrics such as:
  • Gini
  • KS
  • AUC/ROC
  • PSI
  • CSI
  • Accuracy / classification metrics
  • Bad-rate and delinquency analysis
• Conduct model validation, back-testing, benchmarking, and stability analysis.
• Support PD, LGD and EAD modelling where applicable.
• Develop segmentation strategies and risk bands for lending portfolios.
• Perform champion/challenger analysis and recommend model enhancements based on portfolio performance.
• Work with large datasets using SAS SQL, PROC SQL, DATA STEP, PROC LOGISTIC, PROC REG, and other relevant SAS procedures.
• Translate analytical outputs into credit policy and lending strategy recommendations.
• Support implementation of scorecards into production decisioning systems.
• Monitor existing models and perform periodic model performance and stability reviews.
• Prepare technical documentation covering model methodology, assumptions, variables, validation results, and limitations.
• Work closely with Credit Risk, Model Risk, Data Science, Risk Analytics, Data Engineering, and Business teams.
• Ensure models and analytical processes comply with relevant internal governance and regulatory standards.