Senior/Staff Credit Data Scientist

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

📋 Description

• Design and implement statistical and machine learning models aimed at predicting credit risk, delinquency rates, defaults, and loan losses.

• Examine credit bureau, alternative data sources, and loan performance metrics to enhance underwriting practices, risk segmentation, and credit decision-making processes.

• Create quantitative pricing models that optimize for risk-adjusted returns, loan performance, and conversion rates.

• Develop and assess AI-driven agents and workflows for underwriting, pricing, and analytical operations.

• Utilize advanced statistical techniques, feature engineering, and model validation methods.

• Collaborate with the Engineering team to deploy scalable, production-ready models and analytical pipelines using Python and other data science tools.

• Monitor model performance, analyze data anomalies, and implement improvements based on portfolio trends and actual outcomes.

• Document modeling methodologies, ensuring the inclusion of model governance, fair lending, data privacy, and ethical AI considerations.

• Lead intricate data science projects, mentor team members, and provide constructive feedback on analytical methods and technical implementations.

• Work together with Credit Risk, Product, Engineering, and Finance teams to convert business challenges into actionable insights and measurable results.

⛳️ Requirements

• Bachelor's degree or foreign equivalent in Statistics, Mathematics, Economics, Computer Science, Data Science, Engineering, or a closely related quantitative discipline.

• At least 8 years of progressively responsible professional experience in credit risk analytics, pricing analytics, statistical modeling, or similar quantitative roles within consumer lending.

• High level of proficiency in Python.

• In-depth knowledge of regression analysis, predictive modeling, feature engineering, model validation, and performance evaluation.

• Strong grasp of consumer lending credit risk and pricing methodologies.

• Capability to apply advanced quantitative techniques to complex financial datasets.

• Proficiency in interpreting analytical results and formulating data-driven recommendations.

• Excellent communication and collaboration skills.

• A Master's degree or PhD in a relevant field is highly preferred.

🏝️ Benefits

• Fully remote work flexibility (for most positions).

• Competitive salary packages.

• Flexible PTO plus 9 company holidays.

• Equity options: Participate in our start-up's success.

• Comprehensive and affordable insurance benefits.

• Paid parental leave for all caregivers.

• Access to essential modern equipment to facilitate your work.

• Fully funded Claude subscription to enhance your productivity.

• 401(k) plan for your retirement savings.

• Quarterly meet-ups: Enjoy in-person and virtual events.

• Great Splash merchandise to showcase your team spirit.

• Potential bonus tied to individual and company performance.