Credit Risk Data Scientist: Models, Strategy & Growth

Techrepo.co.za; Cape Town; On-site; ZAR 600,000 - 900,000; Full time

Job summary

Lula is seeking a Credit Risk Management Data Scientist in Cape Town to design, deploy, and modernize sophisticated credit risk models and strategies across the credit lifecycle. You will support credit modeling, risk strategy, and insights to turn complex data into actionable intelligence.

Responsibilities include developing scorecards, affordability and pricing models, monitoring book performance, and shaping data-driven risk policies while driving growth for SMEs.

Qualifications

• Must have a numerical degree and strong analytical skills.
• Minimum 2 years of credit risk data analytics experience.
• At least 2 years of SQL experience in data analytics.
• At least 2 years of Python experience in data analytics.

Responsibilities

• Design, deploy, and modernize credit risk models and strategies to drive funding decisions.
• Develop and enhance credit models (scorecards, affordability, pricing, take-up, profit).
• Monitor book performance to drive growth and control risk.
• Define data-driven credit risk policies, strategies, designs, test frameworks, and profitability optimization.
• Handle data access, transformation and aggregation for risk analytics.
• Design, deploy and track data-driven credit risk strategies.

Skills

Python

SQL

Azure

Snowflake

DBT

Hex

GitHub

Education

Numerical degree (e.g. mathematics, statistics, finance, data science)

Tools

DBT

Hex

GitHub

Snowflake

Azure

Job description

Lula is seeking a Credit Risk Management Data Scientist in Cape Town to design, deploy, and modernize sophisticated credit risk models and strategies across the credit lifecycle. You will support credit modeling, risk strategy, and insights to turn complex data into actionable intelligence.

Responsibilities include developing scorecards, affordability and pricing models, monitoring book performance, and shaping data-driven risk policies while driving growth for SMEs.