Contract Credit Risk Modeller

Contract Credit Risk Modeller £560-£640 per day Inside IR35 Fully remote Three-month contract The company Harnham is partnering with a leading financial data and analytics organisation to recruit a hands-on Credit Risk Modeller for an initial three-month engagement. You will join its UK Product Analytics and Innovation team, supporting the rapid development of a new credit-risk product. The role You will independently build a point-of-application credit risk scorecard from raw data through to a validated, production-ready MVP. Your responsibilities will include: Ingesting, joining and cleaning complex customer and credit datasets Constructing development samples and defining observation and performance windows Establishing appropriate good/bad definitions Engineering characteristics and treating missing and special values Performing monotonic binning, Weight of Evidence and Information Value analysis Developing an interpretable logistic-regression scorecard Completing feature selection, model tuning and points-based score scaling Validating the model using measures such as Gini, KS, AUC, PSI and out-of-time testing Producing clear technical documentation and supporting production implementation Your skills and experience The successful candidate will have: Personally built and deployed at least two end-to-end consumer or commercial credit scorecards Advanced hands-on Python experience within credit-risk modelling Strong SQL skills and the ability to prepare complex ..... full job details .....