Expert Data Scientist – Credit Modeling

This is a fully remote position, open to applicants in Brazil.

📋 Description

• Create and uphold the team's technical playbook and model development pipelines.

• Standardize methodologies, reusable functions, validation criteria, and structured outputs for both executive and technical presentations.

• Lead the development, calibration, and ongoing enhancement of predictive models throughout the entire credit lifecycle (Application, Behavior, Collection, Early Warning, PD, LGD, and EAD).

• Supervise data extraction and manipulation, feature engineering, methodology definition, validation, deployment, and implementation in collaboration with Engineering/IT.

• Continuously evaluate model performance and stability in production using metrics such as Gini, KS, and PSI.

• Recommend model recalibrations or replacements as needed.

• Prepare and maintain comprehensive technical model documentation to ensure auditability, reproducibility, and compliance.

• Investigate, test, and apply new statistical techniques, machine learning algorithms, and alternative data sources.

• Serve as a strategic collaborator with Policy, Risk, and Fraud Prevention teams.

• Provide analytical insights, risk curves, and simulations to facilitate executive decision-making.

⛳️ Requirements

• Extensive, demonstrated experience in building and validating credit risk models within financial institutions, fintechs, credit bureaus, or specialized consulting firms.

• Advanced skills in programming languages utilized for data analysis and modeling.

• Strong expertise in languages for managing and extracting large data sets (Big Data), including both structured and unstructured data.

• Solid theoretical understanding and hands-on experience with advanced machine learning and deep learning techniques.

• Familiarity with logistic regression, decision trees, and validation/sampling methodologies.

• Knowledge of black-box model explainability frameworks such as SHAP and LIME.

• In-depth understanding of the credit lifecycle and key risk metrics.

• Broad strategic perspective to identify, structure, and enhance the integration of artificial intelligence into the team’s operations.

🏝️ Benefits

• Medical and dental insurance with no co-payment.

• Life insurance.

• Prescription medication allowance.

• Fitness allowance.

• Four complimentary therapy or nutritionist sessions per month.

• Quick massage services at headquarters.

• Flexible meal allowance on a Visa card.

• Free food available at headquarters.

• Childcare allowance.

• Parental support program.

• Extended maternity and paternity leave.

• In-house training platform.

• Education allowance covering 70% of undergraduate tuition, language courses, and related books.

• Home office allowance.

• Provision of work equipment.

• Home office furniture allowance.

• Partnership with WOBA for coworking access across Brazil.

• Day off during birthday month.

• Happy hour allowance.

• Referral bonus for new recruits.

• Annual performance-based bonus.

• Stock option plan.

• No dress code.