Data Scientist - MCA
Core
Develop, implement, and maintain credit risk models and analytics to assess, analyze, and mitigate risks for Merchant Cash Advance (MCA) applicants and portfolios.
Role type
Senior IC credit risk data scientist
Builds
Production-aligned credit decisioning models, portfolio monitoring tools, and risk analytics for MCA products
Domain
Fintech / Digital Banking / Credit Risk
Deliverable
production ML models
Required skills
statistical modelling, machine learning, predictive analytics, Python, SQL, credit risk modelling, scorecard development, model evaluation, business acumen
Preferred skills
R, IFRS 9, BSP guidelines, ensemble methods, SHAP/LIME, cloud platforms (Databricks, BigQuery, Snowflake, AWS, GCP, Azure), Git, model interpretability
Technologies
Python, SQL, R, Databricks, BigQuery, Snowflake, AWS, GCP, Azure, Git
Responsibilities
Develop and maintain acquisition scorecards and models for MCA applicants; Build and iterate credit risk features and model inputs; Monitor provision models aligned with regulatory standards; Analyse customer and transactional data to identify risk drivers; Design and evaluate credit policy experiments; Contribute to governance documentation and model monitoring
Seniority
Senior, hands-on IC