Data Scientist III - Credit Risk
Core
Independent evaluation of credit strategies, policies, and models across the credit lifecycle (concession, maintenance, collection) to align with risk appetite and profitability.
Role type
Senior IC data scientist (credit risk)
Builds
Credit risk models, policy recommendations, and strategic analyses for physical and legal person portfolios.
Domain
Banking / Credit Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Credit cycle domain expertise, credit scoring models (behavior, collection, pricing), SQL, Python/Spark, Databricks, technical report writing
Preferred skills
Credit strategy and profitability experience
Technologies
Databricks, Spark, SQL, Python
Responsibilities
Evaluate credit policies and business rules; Analyze risk indicators, default rates, and portfolio performance; Monitor and assess risk model performance; Study economic and regulatory impacts on credit portfolios; Draft technical opinions and executive recommendations; Collaborate with business, risk, and audit areas.
Seniority
Senior, hands-on IC
