Credit Risk Modeller (6-month contract)

About the role

We are looking for an experienced Credit Risk Modeller to join a six‑month transformation project. The role supports the development of a new credit‑decisioning platform, enhanced data services and customer‑lifecycle strategies for a leading financial client.

Key responsibilities

• Design and build application scorecards, Probability of Default (PD) models and behavioural models.
• Extract, clean and transform large datasets using Python and SQL for model development and validation.
• Integrate TransUnion and Equifax data, ensuring optimal variable usage and regulatory compliance.
• Perform back‑testing, stability analysis, reject inference and ongoing performance monitoring.
• Produce audit‑ready documentation for model governance and support implementation, testing and monitoring frameworks.
• Share best practices and help raise modelling capability across the team.

Required profile

• Proven experience building credit‑risk models such as scorecards and PD models.
• Strong analytical ability to interpret complex datasets and generate actionable insights.
• Familiarity with credit‑risk regulatory expectations and model governance.

Required skills

• Python – model development, feature engineering and statistical modelling.
• SQL – data extraction and transformation of large data sets.

What we offer

• Daily rate of £400‑£600 (inside IR35 via umbrella).
• Six‑month contract with the possibility of extension.
• Hybrid work – two days per week onsite in Slough, Manchester or Hertfordshire.