Sr. Data Scientist, Financial Services Mexico
Core
Lead the development, validation, and governance of the full suite of risk models for a high-growth payment product in Mexico, establishing a risk modeling function from inception.
Role type
Senior IC data scientist (credit risk modeling)
Builds
Risk models for origination, behavioral, delinquency, collections, recovery, and analytical fraud
Domain
Financial services / Credit risk
Deliverable
production ML models
Required skills
SQL, Python, R, SAS, Matlab, statistical modeling (multinomial logistic regression), feature engineering, model validation, stress testing, reject inference
Preferred skills
Data visualization (AWS QuickSight, Tableau, R Shiny), data pipeline management, team leadership and mentorship
Technologies
AWS QuickSight, Tableau, R Shiny, SQL, Python, R, SAS, Matlab
Responsibilities
Own the end-to-end model roadmap covering origination, behavioral, delinquency, collections, recovery, and fraud models; conduct model validation including conceptual soundness reviews, replication, and stress testing; manage model lifecycle from development to retirement; produce technical documentation for third-party review; calibrate models against real-world outcomes.
Seniority
Senior, hands-on IC