Head of Risk Modeling (F/M)

Our client is the leading instant credit provider for the e-economy in Europe. He does both B2B and B2C.

As the Head of Risk Modelling, you will be an integral part of the Data Science team, tasked with developing various quantitative models for the company.

This team operates within the Risk & Data department, fostering close collaboration with the Risk teams.

It is essential to note that risk modelling lies at the heart of our client's strategy, contributing significantly to risk management, product innovation, and having a substantial business impact.

Your responsibilities:

• Credit scoring: develop & deploy credit scores on all our products (direct & via partners, personal loan & assigned credit, across all countries).
• Development of fraud detection models to identify and prevent fraudulent credit applications.
• Modelling of portfolio dynamics to gain insights into the behaviour and performance of our portfolios over time.
• Recovery modelling, including both prioritization and forecasting of recovery performance, to optimize strategies for recovering outstanding debts.

Your key missions:

• Prioritizing the roadmap based on business impact and model risk.
• Manage a team of 3 data scientists and expand it to support our client's growth.
• Understand the role of the credit scores in the decision engines and identify limitations and improvement ideas to maximize business impact for the direct and via partner lines of business.
• Develop performant & robust models using state-of-the-art statistical & machine learning techniques.
• Maximizing the utilization of external data sources in the various models (e.g., credit bureau).
• Enhancing the methodology for developing various scores.
• Ensuring correct deployment into production with Machine Learning engineers.
• Participating in the monitoring of various models in close liaison with the risk teams.
• Collaborate effectively with all stakeholders: risk teams, business lines, product & tech teams.
• Communicate with executive committee members, investors, regulatory authorities, and partners.

Your profile:

• Master's or Ph.D. in a quantitative field such as Statistics, Mathematics, or Data Science.
• Extensive experience (5+ years) in risk modelling within the financial industry, with a proven track record of leading successful projects.
• Strong proficiency in statistical modelling techniques, with expertise in Python programming language.
• Excellent leadership and communication skills, with the ability to effectively manage a team and collaborate cross-functionally.
• Familiarity with regulatory requirements and best practices in risk modelling.
• Proactive mindset with a focus on continuous improvement and innovation.

You are ready for your next step in Paris? Feel free to apply directly through the platform!