Senior Finance Data Scientist
at Capital on Tap · 251-500 employees
Debt Financing · $653.6M · Nov 2025
- Seniority
- Senior
- Work model
- Hybrid
- Location
- London
- Posted
- 5d ago
pythonrestazurekubernetessnowflakedbt
at Capital on Tap · 251-500 employees
Capital on Tap is an all-in-one business credit card and spend-management platform serving small and medium-sized businesses.
<div class="content-intro"><p><span style="font-family: verdana, geneva, sans-serif; font-size: 12pt;"><strong>We’re Capital on Tap 👋<br></strong></span><span style="font-family: verdana, geneva, sans-serif; font-size: 12pt;">💳 Capital on Tap started because small businesses were underserved. Big banks were slow, their products weren't fit for purpose, and small business owners often couldn't access what they needed. We set out to fix that.</span></p> <p><span style="font-family: verdana, geneva, sans-serif; font-size: 12pt;">Today we're a financial platform - not just a credit card company. We offer a best-in-class business credit card, SME-focused spend management platform, a savings product that hit £1 billion in funds within its first year, and a growing suite of tools and financial products that make running a small business easier. </span></p> <p><span style="font-family: verdana, geneva, sans-serif; font-size: 12pt;">1,000+ employees, £20bn in annual card spend, 200,000+ customers, 17,000+ Trustpilot reviews averaging 4.7 stars, and we're profitable. We’ve done a pretty good job so far, but we’re just getting started! </span></p></div><p class="font-claude-response-body break-words whitespace-normal"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">🏢 This is a Hybrid role, working from our London (Moorgate) offices 3 days per week.</span></p> <p class="font-claude-response-body break-words whitespace-normal"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;"><strong>Finance at Capital on Tap</strong></span></p> <p class="font-claude-response-body break-words whitespace-normal"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">Our Finance team sits at the heart of everything we do, working across our UK and US entities and collaborating closely with the rest of the business to keep our financial foundations solid as we grow. We're a lean, high-ownership team - you'll get real breadth across the finance function and plenty of room to shape how things are done as we scale.</span></p> <p class="font-claude-response-body break-words whitespace-normal"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;"><strong>What You'll Be Doing</strong></span></p> <p class="font-claude-response-body break-words whitespace-normal"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">We're hiring a <strong>Senior Data Scientist</strong> to join Capital on Tap, reporting to the <strong>Head of FP&A.</strong></span></p> <p class="font-claude-response-body break-words whitespace-normal"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">You'll own two linked workstreams - <strong>IFRS9 Expected Credit Loss (ECL)</strong>, and <strong>portfolio modelling</strong> that feeds the financial model to produce forecasts. The work spans the UK and US revolving credit books, sitting close to Finance, Risk and Data Science.</span></p> <p class="font-claude-response-body break-words whitespace-normal"><strong><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">Tech stack: Snowflake, dbt, Fivetran, Python, JupyterLab, Omni, and Kubernetes on Azure.</span></strong></p> <p class="font-claude-response-body break-words whitespace-normal"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">ECL</span></p> <ul class="[li_&]:mb-0 [li_&]:mt-1 [li_&]:gap-1 [&:not(:last-child)_ul]:pb-1 [&:not(:last-child)_ol]:pb-1 list-disc flex flex-col gap-1 pl-8 mb-3 print:block print:space-y-1"> <li class="font-claude-response-body whitespace-normal break-words pl-2" style="font-size: 12pt; font-family: verdana, geneva, sans-serif;"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">Build, calibrate, implement and monitor IFRS9 models (PD, LGD, EAD), including staging/SICR logic and macroeconomic overlays.</span></li> <li class="font-claude-response-body whitespace-normal break-words pl-2" style="font-size: 12pt; font-family: verdana, geneva, sans-serif;"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">Run and harden month-end ECL production - scenario runs, combined outputs, and result checks into Snowflake.</span></li> </ul> <p class="font-claude-response-body break-words whitespace-normal"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">Portfolio Modelling</span></p> <ul class="[li_&]:mb-0 [li_&]:mt-1 [li_&]:gap-1 [&:not(:last-child)_ul]:pb-1 [&:not(:last-child)_ol]:pb-1 list-disc flex flex-col gap-1 pl-8 mb-3 print:block print:space-y-1"> <li class="font-claude-response-body whitespace-normal break-words pl-2" style="font-size: 12pt; font-family: verdana, geneva, sans-serif;"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">Develop and maintain the portfolio model that feeds the financial model - active customers, balances, funding, repayments, finance charges and bad debt.</span></li> <li class="font-claude-response-body whitespace-normal break-words pl-2" style="font-size: 12pt; font-family: verdana, geneva, sans-serif;"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">Diagnose drift, recalibrate assumptions and overlays, and deliver forecast inputs Finance can trust.</span></li> </ul> <p class="font-claude-response-body break-words whitespace-normal"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">Across Both</span></p> <ul class="[li_&]:mb-0 [li_&]:mt-1 [li_&]:gap-1 [&:not(:last-child)_ul]:pb-1 [&:not(:last-child)_ol]:pb-1 list-disc flex flex-col gap-1 pl-8 mb-3 print:block print:space-y-1"> <li class="font-claude-response-body whitespace-normal break-words pl-2" style="font-size: 12pt; font-family: verdana, geneva, sans-serif;"><span style="font-size: 12pt; font-family: verdana, geneva, sans-serif;">Partner with FP&A, Risk and other stake