Credit Risk Data Scientist - Causal ML & LTV Modelling

Jobtailor; Greater London; On-site; GBP 70,000 - 110,000; Full time

Job summary

Jobtailor in London seeks a quantitative expert to advance credit risk and customer lifetime value models, combining probabilistic reasoning with AI-driven prototyping. You will work closely with risk teams to shape models through research and experimentation, linking theory to practical lending decisions.

You will contribute to end-to-end model development, calibration, and governance, ensuring robust performance across scenarios and regulatory standards in a fast-paced fintech setting.

Qualifications

• Background in probability and statistics from a quantitative field.
• Ability to reason about uncertainty and calibration as first-order concerns.
• Active research mindset and interest in exploring new ways to add value.
• Ability to critically evaluate model output and explain and defend reasoning.
• Ability to take ambiguous analytical problems end to end, from framing to a landed decision.
• Ability to use AI as a primary tool for prototyping, automation, and R&D.
• Clear, direct written and verbal communication.

Responsibilities

• Run credit and customer lifetime value modelling projects alongside the Credit Risk Modelling team.
• Keep production models healthy.
• Develop models incrementally.
• Conduct research that reshapes how credit and customer lifetime value models work.
• Model how offer amount, duration, and price shape customer outcomes through causal estimation.
• Work on a multi-stage IFRS accounting credit model that propagates later-stage recovery predictions into upfront loss estimates.
• Explore whether a generalised framing could replace separate credit and customer lifetime value models.
• Support fully automated and human-in-the-loop lending decisions.

Skills

Critical Thinking

Communication

Problem Solving

Analytical Mindset

Collaboration

Tools

AI Tools

Statistical Software

Job description

Jobtailor in London seeks a quantitative expert to advance credit risk and customer lifetime value models, combining probabilistic reasoning with AI-driven prototyping. You will work closely with risk teams to shape models through research and experimentation, linking theory to practical lending decisions.

You will contribute to end-to-end model development, calibration, and governance, ensuring robust performance across scenarios and regulatory standards in a fast-paced fintech setting.