Senior Manager: Credit Models and Innovation

Define and execute the acquisition credit modelling strategy across Private Clients, Small Business and Private Wealth. Lead development, calibration, implementation, validation and monitoring of acquisition scorecards, PD models and bureau-calibrated risk models. Develop and deploy advanced machine learning and AI models for credit decisioning, risk prediction, affordability and portfolio performance. Establish modelling capabilities using transactional, POS, merchant turnover, cash-flow and behavioural data. Lead analytical design of fintech-inspired lending solutions including revenue-based lending, merchant cash advances and cash-flow-driven credit products. Build and mentor a team of quantitative analysts and data scientists while staying hands-on on complex modelling. Drive model-risk governance so models are explainable, auditable and fit for purpose. Analyse portfolio and model performance, manage drift and recommend risk-adjusted actions. Collaborate with Credit, Product, Data Science, Technology, Risk and Strategy teams.

Postgraduate degree in Statistics, Mathematics, Actuarial Science, Data Science, Quantitative Finance or related discipline preferred. 5-8 years acquisition scorecard and credit risk modelling experience. 3-5 years leading quantitative analytics, credit risk or modelling teams. Proven development, implementation, validation and monitoring of credit risk models and Machine Learning/AI models. Advanced Python, SAS and SQL. Experience with small business and merchant lending and model governance frameworks.