Senior/ Lead Data Scientist â Credit Risk Modeling
Senior/ Lead Data Scientist â Credit Risk Modeling
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Job Description
About Us
With over 85 million global active users and 2 million transactions per day Klarna is on the way to becoming the worlds favorite way to shop. To help us get there were assembling an unparalleled global talent teamaccelerating individual careers and disrupting entire industries. Were looking for people ready to achieve the extraordinary and embrace our bold ambitions as we shape the future of payments and fintech. Will you join us
What You Will Do
As a Lead Data Scientist in Credit Risk Modeling you will be part of the team shaping Klarnas next-generation consumer-level credit scoring and portfolio valuation models. Youll design and maintain real-time PD (Probability of Default) models using statistical and ML approaches integrating them into dynamic frameworks for underwriting and economic return optimization. Youll develop calibration frameworks ensure compliance with regulatory and fairness standards and explore novel methodologies including LLMs for explainability and feature engineering. Collaborating with cross-functional teams youll translate modeling insights into strategic credit policies and business value while mentoring junior team members and contributing to our long-term modeling vision.
Who You Are
- 5 years experience in credit risk modeling for consumer lending credit cards or BNPL
- Deep proficiency in PD model development and validation with strong knowledge of calibration techniques
- Advanced Python and SQL skills; familiar with XGBoost scikit-learn pandas MLFlow
- Experience with explainability frameworks such as SHAP LIME PDP
- Ability to communicate technical concepts clearly and influence cross-functional decisions
- Familiarity with real-time modeling and current trends in ML and credit analytics
Awesome to Have
- Hands-on experience using LLMs to extract features from unstructured data (e.g. customer communications credit applications)
- Knowledge of integrating third-party credit bureau data into production models
- Understanding of champion/challenger model frameworks and A/B testing infrastructure
- Exposure to loan-level economic modeling including cost-of-capital and loss metrics
Closing
To ensure fairness and maintain global market competitiveness each role in a specific location has a set base salary. During the recruitment process we will assess your skills and experience to determine which role is the best fit for you.
Additionally you may qualify for our Contribution-Based Reward (CBR) program which recognizes and rewards significant contributions to our success.
Please include a CV in English.
Employment Type
Full Time
