About Liberis

Liberis was founded and is backed by Blenheim Chalcot.

Liberis is on a mission to supercharge the power of small businesses around the world by delivering the financial products they need to grow, through our global network of partners. Before all else, Liberis is a technology company, connecting finance with small businesses. We use data to help partners understand their customers’ real-time needs and build technology that enables partners to offer tailored funding and financial products. To date, we’ve funded almost 50,000 small businesses with over $2bn - but we believe this is just the beginning. 

The Team

We are the Decision Analytics team sit with a goal to drive intelligent decision-making by applying advanced statistical analytics to a wealth of data. At the heart of the Risk function, our focus is to deliver high-quality instant decisions for our customers around the world.

Risk team is a globally team with offices in London, Nottingham and Atlanta US, covers Decision Analytics, Portfolio Management, Underwriting and Collections. We're on a mission to grow Liberis into the world's leading embedded business finance provider, and we're looking for a Decision Analytics Manager to help us make that happen!

The Role

Are you passionate about tackling complex challenges? Do you crave autonomy and the chance to innovate? If you're eager to make a real impact in finance that supports small businesses rather than just chasing profit, this is the perfect role for you.

You will own and evolve the automated credit decision policy across partners and products. You will be responsible for driving high auto-decision rates while maintaining competitive approval rates and robust risk performance. The role combines hands-on analytics with strategic ownership of acquisition decision strategies, monitoring frameworks, and model governance. This position is primarily a hands-on analytical role (70% individual contributor) while also mentoring and supporting junior team members (30% management). 

If you’ve got experience in an analytical role, using statistical tools to shape strategy, and the ability to turn data into clear, actionable insights, we want to hear from you.

What you’ll be doing

• Lead the development and optimisation of global decisioning strategies
• Own the automated decision policy framework and continuously enhance strategies to improve auto-decision rates and maintain competitive offerings.
• Work closely with the AI-ML team, playing a governance role in new model development, model approval and ongoing model monitoring
• Contribute to the development and enhancement of credit risk models
• Develop, own and enhance acquisition monitoring and performance reporting to track decision quality and risk performance
• Explore new and current data sources to optimise decisioning policy
• Mentor and support junior members within the team
• Collaborate with key risk stakeholders to maintain an acceptable risk level in a fast-evolving environment
• Represent Risk to the wider business, collaborating with Product and Commercial teams to unlock business value

What we think you’ll need

• 5+ years of experience in a relevant analytical, credit risk or decision science role
• 2+ years of experience working as a Decision Scientist or Data Scientist.
• A strong analytical mindset with a passion for turning complex data into insights
• The ability to communicate your findings clearly and effectively

Liberis is an equal opportunities employer. We welcome applications from all candidates, including individuals with disabilities and provide reasonable adjustments as required.

The Role: Research is at the core of WorldQuant. Through rigorous exploration and unconstrained thinking about how to apply data to the financial markets, our researchers are in constant search of new alphas. Researchers at WorldQuant employ tested processes seeking to identify high-quality predictive signals that we believe are undiscovered by the wider market. These signals are mathematical expressions of data that are used as inputs in our quantitative models.

WorldQuant is seeking an exceptional individual to join the firm as a Quantitative Researcher. The person must have a strong understanding of the investment research process to create computer-based models that seek to predict movements of global financial markets. While prior finance experience is not required, a successful candidate must possess a strong interest in learning about finance and global markets. Candidates will have a research scientist mind-set; be a self-starter, a creative and persevering deep thinker who is motivated by unsolved challenges.

WHAT YOU’LL BRING:

• Bachelor's (Hons), Master's or PhD degree in in a highly quantitative or highly analytical field e.g. Math, Physics, Computer Science or Financial Engineering from a leading university with excellent academic records are strongly preferred
• Have a research scientist mindset, i.e., be a deep thinker, creative, persevering, smart, a self-starter, etc.
• Knowledge of Linear Algebra, Statistics, Machine Learning
• Prior experience in Finance/Trading is a plus.
• Be competent in a programming language (Python, Unix)
• Possess good English language skills
• Have a strong interest in learning about worldwide financial markets
• Possess a relentless drive to succeed, supplemented by a strong work ethic