Data Science Lead
Core
Senior Data Science Lead building validated risk analytics (delinquency, PD, credit policy) and an executive-facing natural-language insight layer for a regulated credit and lending company.
Role type
Senior hands-on IC data science lead (credit risk)
Builds
Production risk models (PD, delinquency, scorecards) and a text-to-SQL/RAG insight layer
Domain
Financial services / Credit risk / Regulated BFSI
Deliverable
production ML models
Required skills
Expert Python (pandas, Polars, scikit-learn, statsmodels), Advanced SQL, Credit-risk modeling (PD, delinquency, scorecards, WOE/IV), Model validation (Gini, AUC, KS, calibration, PSI, backtesting), Feature engineering, dbt, GenAI (text-to-SQL, RAG), Team leadership
Preferred skills
AWS analytics stack, UK/EU regulatory context (FCA, fair-lending), Credit-bureau data products
Technologies
Python, SQL, dbt, scikit-learn, statsmodels, Polars, pandas, AWS
Responsibilities
Profile and validate large-scale anonymized data tables, Build and validate core risk models (PD, delinquency, segmentation), Establish model-validation discipline for audit defensibility, Define feature logic and partner with data engineers, Prototype and validate natural-language insight layer, Lead a small pod of data engineers and offshore staff, Present findings and methodology to executive leadership
Seniority
Senior, hands-on IC with team leadership