Senior Credit Risk Model Developer, Risk Modelling - Digital Bank

Develop, implement, and maintain credit risk models for lending, including application scorecards, behavioral models, and PD/LGD/EAD estimations. Leverage structured and unstructured data sources (e.g. financials, transaction data, e-commerce data) for model feature engineering. Support model validation, back-testing, performance monitoring, and recalibration activities. Work closely with risk policy, data engineering, and credit operations teams to align modelling outputs with business strategi