Data Science Manager: Credit Risk & Portfolio Analytics

Cleo; United States; Hybrid; USD 150,000 - 230,000; Full time

Benefits offered by this job

Equity

Hybrid/UK London style hybrid options

UK Remote options

Private Medical Insurance

Pension

Paid sabbatical

25 days annual leave

AI tooling access

Nursery scheme

Job summary

Cleo is seeking a Data Science Manager to lead measurement, monitoring, and the optimisation of credit performance. You'll own the frameworks, metrics, and analyses that keep our credit products healthy and enable rapid action when performance shifts occur.

In Risk & Payments, you will lead a team of analysts and collaborate with Credit Policy, Decision Science, Product, and Finance to drive data-informed risk strategies and sustainable growth.

Qualifications

• Strong analytical skills with fluency in SQL and Python.
• Ability to interpret model performance metrics, feature importance, and confidence intervals.
• 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.
• Fluent in credit portfolio metrics and their link to unit economics and P&L.
• Experience building and maintaining performance monitoring systems and alerting frameworks.
• Hands-on experience with predictive models (credit, fraud, marketing) including interpreting AUC, calibration, drift.
• Experience collaborating with commercial and finance teams on metric forecasting.
• Track record of delivering analyses that lead to shipped changes with measurable impact.

Responsibilities

• Own the design and maintenance of Cleo’s credit risk metric framework, including arrears, default, yield, LTV, and marginal loss rates.
• Build and maintain dashboards and alerts for early detection of arrears, roll-rate shifts, and decisioning anomalies.
• Ensure definitions, thresholds, and escalation processes are consistent, documented, and used company-wide.
• Partner with the Risk Modelling team to turn model health metrics into recommendations for policy or product changes.
• Detect and diagnose feature shift or concept drift, ensuring model inputs remain valid and predictive.
• Lead root-cause analyses for deterioration in key metrics and present findings to Risk, Product, and Leadership.
• Deliver driver analysis (SHAP, feature importance, decomposition) for portfolio performance changes.
• Quantify risk-adjusted impact of product features on portfolio health and design multivariate experiments.

Skills

SQL

Python

Model evaluation

A/B testing

SHAP analysis

Stakeholder communication

People management

Portfolio metrics

Data-driven decision making

Job description

Cleo is seeking a Data Science Manager to lead measurement, monitoring, and the optimisation of credit performance. You'll own the frameworks, metrics, and analyses that keep our credit products healthy and enable rapid action when performance shifts occur.

In Risk & Payments, you will lead a team of analysts and collaborate with Credit Policy, Decision Science, Product, and Finance to drive data-informed risk strategies and sustainable growth.