Credit Risk Analytics Lead (Data Science Manager)

Cleo; Greater London; Hybrid; GBP 95,000 - 120,000; Full time

Benefits offered by this job

Hybrid London/UK remote role

25 days annual leave + holidays

6% employer-matched pension (UK)

Private Medical Insurance

Mental health support

Equity opportunities

AI tools access

Mac/Windows kit

Regular socials

Job summary

Cleo is seeking a Data Science Manager to lead the measurement, monitoring, and optimisation of credit performance. You will own risk metric frameworks, dashboards, and deep-dive analyses to keep portfolios healthy and to explain performance shifts.

You’ll manage a team of analysts, balancing hands-on work with people leadership, and collaborate across Risk, Policy, Product, and Finance to drive measurable impact.

Qualifications

• Strong analytical skills with fluency in SQL and Python.
• Ability to interpret and communicate model performance metrics and feature importance.
• Experience collaborating with decision science or data science teams on feature engineering and model evaluation.
• Experience conducting large-scale A/B experiments and interpreting results to drive product and business decisions.

Responsibilities

• Own design and maintenance of Cleo’s credit risk metric framework (arrears, default, yield, LTV).
• Build dashboards and alerts for early detection of arrears and decisioning anomalies.
• Partner with Risk Modelling to translate model health metrics into actionable policy or product changes.
• Lead investigations into performance deviations and differentiate model-driven changes from macro effects.
• Deliver driver analyses (SHAP, feature importance) for portfolio performance changes.
• Design and analyse multivariate experiments on underwriting, pricing, or repayment flows.

Skills

SQL

Python

Model evaluation

A/B testing

Stakeholder management

Leadership

Credit risk metrics

Monitoring systems

Tools

SQL

Job description

Cleo is seeking a Data Science Manager to lead the measurement, monitoring, and optimisation of credit performance. You will own risk metric frameworks, dashboards, and deep-dive analyses to keep portfolios healthy and to explain performance shifts.

You’ll manage a team of analysts, balancing hands-on work with people leadership, and collaborate across Risk, Policy, Product, and Finance to drive measurable impact.