Senior Data Scientist - Credit Risk Modelling

iwoca
London
Workplace: HybridFull timeGBP 90,000 - 120,000 annuallyFunction: Data Science & Machine LearningSkills: ["Communication","Judgement","Project leadership","Critical thinking","Research mindset"]

Own credit risk and Customer Lifetime Value (CLtV) modelling end to end for iwoca’s UK and German lending. Lead multi-quarter projects from identifying where the modelling stack limits the business through to production improvements, monitoring, and commercial impact. Work across production ML health, incremental development, and growing R&D that unifies auto/manual models, improves IFRS loss estimation, and explores more general modelling approaches using AI.

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iwoca
iwoca
15 hours ago

Senior Data Scientist - Credit Risk Modelling

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Source: Company careers pageValidated by: Fursa AI
Last checked: 13 hours agoStatus: Live

Job Summary

Own credit risk and Customer Lifetime Value (CLtV) modelling end to end for iwoca’s UK and German lending. Lead multi-quarter projects from identifying where the modelling stack limits the business through to production improvements, monitoring, and commercial impact. Work across production ML health, incremental development, and growing R&D that unifies auto/manual models, improves IFRS loss estimation, and explores more general modelling approaches using AI.
Location: London
Workplace: Hybrid
Employment Type: Full time
Job Function: Data Science & Machine Learning
Seniority: Mid level

Key Responsibilities

  • •Own credit and CLtV modelling projects end to end, from identifying opportunities to landing production changes.
  • •Maintain production models, including health checks, incremental development, and monitoring.
  • •Drive research that reshapes how models work, leveraging AI to expand viable R&D.
  • •Unify auto and manual models by finding an aligned common cost function.
  • •Develop and refine modelling such as IFRS multi-stage credit models and explore generalising credit/CLtV approaches.

Pay and Benefits

Salary: GBP 90,000 - 120,000 annually
Equity and Bonus:Equity
Perks:Health InsuranceGym MembershipPrivate GpEmployee EquityLearning BudgetParental LeaveCycle To

Key Requirements

  • •Strong foundations in probability and statistics, with focus on uncertainty and calibration.
  • •Experience building and shipping supervised machine learning models end to end, including deployment and monitoring.
  • •A research mindset with the ability to explore new approaches and drive step-change R&D.
  • •Ability to evaluate and defend model choices, adapting technical explanations for different audiences.
  • •Project leadership owning modelling work end to end and landing commercial impact.
Experience:Credit riskLendingCustomer lifetime value modelling
Skills:CommunicationJudgementProject leadershipCritical thinkingResearch mindset
Tech Stack:PythonMCMCGradient boostingNeural networks

Company Brief

iwoca
iwoca provides fast, tech-driven credit and working capital solutions for small and medium-sized enterprises in the UK and Germany, using automated underwriting and partner integrations to deliver loans, invoice finance and payment products.
Industry: Lending
Company Size: Large (251 to 1,000 employees)
Revenue: USD 100M to 250M
Growth: Scaleup
Headquarters: London, United Kingdom
Founded: 2011
Glassdoor
Glassdoor: 4.6
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