Risk Analytics & Modeling Lead

We are Qualco Group, a leading fintech organisation with over 25 years of experience delivering innovative technology solutions to banks and financial institutions. Serving clients in over 30 countries, we leverage advanced technologies, such as AI and analytics, to develop proprietary software and platforms that accelerate digital transformation and generate lasting value for businesses, society, and the broader economy. We are seeking a senior, hands-on Risk professional to design, build, and continuously improve credit risk strategies in a data-first, embedded lending environment. This role combines advanced analytics, regulatory awareness, and practical execution across the full credit lifecycle. Key Responsibilities: Develop and own credit risk models, including scorecards, decision trees, and machine learning classifiers (e.g. PD, LGD, EAD estimation aligned with CRR/CRD expectations where applicable); Build and maintain time-series models for portfolio monitoring, early warning signals, and stress testing (EBA Guidelines on stress testing & IRB where relevant); Translate models into production-ready decisioning logic (rules, cut-offs, segmentation) within loan origination and servicing systems; Design and refine underwriting policies, ensuring alignment with EBA Guidelines on Loan Origination & Monitoring and consumer credit regulations; Conduct portfolio analytics, backtesting, and model performance monitoring (discrimination, calibration, stability, fairness considerations); Support regulatory compliance (model governance, documentation, audit trails, explainability, GDPR considerations in automated decision-making); Collaborate with product, engineering, and data teams to embed risk logic into customer journeys across online and merchant channels; Operate in a hands-on capacity, directly executing analyses, model builds, and implementations in a lean team environment; Ensure that all activities and duties are carried out in full compliance with regulatory requirements and supporting the continued implementation of the Group Anti-Bribery and Corruption Policy. Requirements Required Experience & Skills: 7+ years in credit risk analytics, modeling, or quantitative risk within banking, fintech, or consumer finance; Strong experience with both: Deterministic / rule-based decision frameworks (scorecards, policy rules); Machine learning methods for classification and time-series forecasting; Deep understanding of loan mechanics (amortization, pricing, delinquency, recoveries) and unsecured lending products; Proven experience with risk systems (LOS, decision engines, data pipelines) and translating models into production; Strong data skills (SQL, Python/R; experience with large datasets and feature engineering); Ability to operate independently and deliver end-to-end (from data extraction to model deployment). Desirable Profile: Highly hands-on; comfortable executing detailed analytical work despite seniority; …