Data Scientist till PayEx
Core
Developing and modernizing credit risk analysis models, specifically IFRS 9 modeling (PD, LGD, EAD), to support strategic business decisions.
Role type
Data Scientist (Credit Risk)
Builds
Production ML models for Expected Credit Loss (ECL) and financial portfolio analysis tools
Domain
Banking / Credit Risk / Financial Services
Deliverable
production ML models
Required skills
Python, R, SQL, AI/ML modeling, predictive analysis, model training, data analysis
Preferred skills
IFRS 9 regulatory knowledge, cloud-based data tools, regulated financial industry experience
Technologies
Python, R, SQL
Responsibilities
Design, develop, and implement modern ML and predictive models for credit risk; Perform deep financial data analysis to identify risks and customer payment behaviors; Translate quantitative results into business insights for credit models and collection strategies; Ensure data quality and model validation in line with regulatory requirements.
Seniority
Mid-level, hands-on IC
