Senior Credit Risk Data Scientist
Core
Own the full lifecycle of credit risk models for commercial lending decisions, treating ML as software engineering to build production-grade systems that impact P&L.
Role type
Senior IC credit risk data scientist (production ML)
Builds
Production credit risk models, decisioning frameworks, pricing strategies, and lending policies
Domain
Commercial lending, credit risk, financial services
Deliverable
production ML models
Required skills
Predictive modeling, credit risk concepts (PD, EAD, LGD, EL, IV, ROC AUC, SHAP), Python, SQL, Snowflake, dbt, code quality, statistical rigor, mentoring
Preferred skills
Automated lending, price sensitivity modeling, Customer Lifetime Value (CLV), ZenML, Dagster, Weights & Biases
Technologies
Python, SQL, Snowflake, dbt, ZenML, Dagster, Weights & Biases
Responsibilities
Lead end-to-end build of credit risk models, design modeling frameworks for decisioning and pricing, build credit policies and lending strategies, review code and mentor team members, translate technical findings into business trade-offs
Seniority
Senior, hands-on IC