Senior Data Scientist | Credit Risk
London | Full-time | Hybrid (2 days in office)
About GOCAP
GOCAP is building a different kind of lender.
We provide salary-linked personal loans designed around real affordability and repayment sustainability. We are live in market, growing quickly, and using data to improve how lending decisions are made.
This is a hands-on role within a small team where your work will directly influence underwriting, pricing, portfolio performance and customer outcomes.
We are looking for someone analytical and pragmatic. The role is more than just building good models. We value practical, explainable and operationally effective credit risk solutions that drive strategic value to the business. You will have key input in this process.
The role
You will work closely with the VP of Credit across credit lifecycle, helping to develop and improve the analytical approaches that drive our lending decisions. This includes building models, analysing performance, and identifying opportunities to improve how we assess and manage risk in practice.
What you’ll do
- Work within AWS-based production environments, including testing, maintaining and supporting changes across credit decisioning workflows and Lambda-driven processes
- Analyse originations, arrears, defaults, cures and portfolio trends
- Build and improve credit risk and decisioning models with bureau, open banking and internal lending data
- Analyse and maintain structured loan and portfolio data tapes
- Produce clear, decision-ready insights from imperfect or incomplete datasets
- Support implementation and refinement of underwriting strategies
- Build monitoring and reporting to track model and portfolio performance
- Work closely with risk, product and engineering to operationalise changes
- Investigate data quality, segmentation and performance issues
- Support model governance, validation and documentation
What we’re looking for
- 5+ years building, calibrating and productionising credit risk models in live decisioning environments, with demonstrated experience beyond traditional scorecard methodologies (e.g. machine learning, hybrid/ensemble or data-driven segmentation approaches)
- 3+ years’ experience working within AWS-based decisioning environments, including testing and supporting changes across production workflows and services such as Lambda.
- 2+ years’ experience working in lending or live credit decisioning environments
- Advanced Python and SQL skills are mandatory
- Experience working with real-world and imperfect datasets
- Understanding of underwriting, scorecards, portfolio analytics or risk strategy
- Strong analytical and problem-solving skills
- Ability to explain analysis clearly and commercially
- Comfortable working in a fast-moving environment with high ownership
Particularly valuable
- Experience in fintech or bureau functions
- Hands on experience in analysing bureau and transactional data e.g. open banking)
- Experience implementing or monitoring production credit models
- Understanding of lending trade-offs beyond pure model performance metrics
- Familiarity with model monitoring, segmentation and performance stability
- Ability to challenge assumptions and defend analytical reasoning constructively
What to expect
- A small, fast-moving and highly collaborative environment
- Direct exposure to live lending decisions and portfolio performance
- High visibility and ownership from day one
- Opportunity to help shape how a growing lender uses data in decisioning
Apply
Please send your CV along with a short note outlining:
- the type of analytical work or models you have implemented
- your experience in working within AWS-based environments
- your relevant lending or credit risk experience
- and why the role interests you
Please note: You must have the right to work in the UK. We are unable to provide visa sponsorship.