1 of 1 Scorecard Jobs in Northampton

developing our first generation of predictive credit risk models, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), application scorecards, affordability models and collections strategies. You will work with large and complex datasets to identify opportunities that improve lending decisions, enhance customer outcomes and support sustainable … internal stakeholders. Responsibilities Design, develop, validate and monitor predictive credit risk models including but limited to ECL, pricing, forecasting and provisioning models. Maintain application scorecards, affordability models and decisioning strategies that support responsible lending and portfolio growth. Support the development of provisioning, forecasting and portfolio monitoring methodologies. Analyse customer, bureau ...