Lead Data Science for Credit Risk & Analytics (Equity)

Cleo; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Equity

Health insurance

Sabbatical after four years

Learning and development platform

Pension contributions

Job summary

Cleo is hiring a Head of Data Science to lead credit performance measurement and monitoring within the Risk & Payments pillar. This player-coach role manages a team of Credit Data Scientists and Analysts, balancing hands-on analysis with strategic direction and output ownership.

You will design and maintain credit risk metrics, dashboards, and alerts, and partner with Risk Modelling to translate metrics into actionable policy and product decisions.

Qualifications

• Strong SQL and Python skills, comfortable working directly from the warehouse.
• Track record owning analyses end-to-end from framing the question to shipping a recommended change.
• Hands-on experience with predictive models (credit, fraud, or similar), fluent in AUC/Gini, calibration, PSI/CSI, and drift.

Responsibilities

• Own credit performance measurement frameworks and dashboards to catch anomalies early.
• Bridge model health with business decisions by translating model metrics into policy recommendations.
• Lead root-cause analysis end-to-end on issues like arrears spikes or yield compression with SHAP and feature importance.
• Support policy and decisioning by building evaluation frameworks for changes and elasticity modelling.
• Manage and develop a team of Credit Data Scientists and Analysts, setting priorities and growing the team.

Job description

Cleo is hiring a Head of Data Science to lead credit performance measurement and monitoring within the Risk & Payments pillar. This player-coach role manages a team of Credit Data Scientists and Analysts, balancing hands-on analysis with strategic direction and output ownership.

You will design and maintain credit risk metrics, dashboards, and alerts, and partner with Risk Modelling to translate metrics into actionable policy and product decisions.