Senior Data Scientist – Credit Risk Modeler, Databricks

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

📋 Description

• Assume responsibility for the current tree ensemble / gradient boosting model.

• Update the model and integrate new features, including digital payments and CISP.

• Assess performance metrics utilizing AUC-ROC, F1, and probability calibration.

• Classify risk levels from A to F in accordance with credit standards.

• Compute dynamic credit lines along with expected loss and risk exposure.

• Merge score, potential, and sales history.

• Prepare the model within the MFL framework using PyFunc, model cards, and tests for production readiness.

• Collaborate closely with data and platform teams.

• Sustain and responsibly advance a live financial model.

⛳️ Requirements

• Demonstrated experience in credit risk and scoring models as well as supervised machine learning.

• Proficiency in Python, particularly with scikit-learn and XGBoost.

• Strong understanding of statistics and model validation.

• Familiarity with MLflow.

• Knowledge of risk metrics, including probability of default (PD), expected loss, and exposure.

• Experience in financial services, credit bureaus, or commercial credit portfolios (preferred).

• Background in developing AI agents or agentic infrastructure, such as Mosaic AI Agent Framework, agent orchestration, or MCP (preferred).

🏝️ Benefits

• Remote-first work environment.

• Opportunities for continuous learning.

• Culture focused on collaboration.

• Positive mindset and open, team-oriented culture.