Actuarial Data Scientist – Credit Risk & Default Prediction

Build and validate credit risk and default prediction models to improve probability of default, credit scoring, affordability, delinquency prediction, and customer segmentation for SME lending. Monitor portfolio performance across cohorts and channels using dashboards and analytical frameworks, and run scenario analysis and stress testing. Apply statistical and ML techniques using structured and alternative data, partnering with Data Engineering and collaborating with Credit, Risk, Product, Collections, and Finance to translate insights into credit decisioning and policy recommendations.