Lead Data Scientist Credit Risk (Collections)

BBVA; Madrid; Presencial; EUR 70.000 - 90.000; Jornada completa

Descripción de la vacante

A global banking organization in Madrid seeks a skilled Data Science Leader to oversee AI-driven projects. The candidate should have over 6 years of experience in developing end-to-end ML solutions and strong proficiency in Python and SQL. Responsibilities include collaborating across departments, designing advanced ML solutions, and mentoring teams. This full-time position offers the opportunity to contribute to innovative banking processes and improve customer relationships through data science.

Formación

• 6 years of experience in Data Science, ML or AI developing end-to-end ML solutions.
• Experience leading analytical initiatives and collaborating with cross-functional teams.
• Strong proficiency in Python and SQL, and cloud environments like AWS, GCP, Azure.

Responsabilidades

• Act as the analytical reference for the Collections program.
• Work closely with Product Owners and key stakeholders.
• Design and lead end-to-end execution of advanced ML solutions.
• Coordinate and mentor Data Scientists and ML Engineers.

Conocimientos

Customer Targeting

Empathy

Ethics

Innovation

Proactive Thinking

Herramientas

Python

SQL

scikit-learn

PyTorch

TensorFlow

PySpark

Descripción del empleo

Excited to grow your career

BBVA is a global company with more than 160 years of history that operates in more than 25 countries where we serve more than 80 million customers. We are more than 121000 professionals working in multidisciplinary teams with profiles as diverse as financiers legal experts data scientists developers engineers and designers.

Learn more about the area :

BBVA AI Factory operates as a global hub within the Data area of BBVA with development centers in Spain Mexico and Turkey.

Some of our recent projects include :

• Mercury Library, an in‑house AI framework now available to the entire data community aimed at boosting collaboration and accelerating AI solution development.
• A machine learning pipeline designed to enhance early debt recovery by predicting default risk and optimizing collection strategies.
• Applying daily life embeddings to drive deeper personalization in customer interactions and improve service recommendations.
• Utilizing conformal prediction to provide reliable uncertainty estimates and enhance the confidence in AI model predictions.
• Building algorithmic explainability frameworks to ensure transparency and foster trust in our AI systems.

At BBVA AI Factory innovation isn’t just a goal‑it’s a continuous journey.

Why Youll Love Working Here

Be part of a team that helps create an easier, more personalized banking experience offering better service to our customers.

Work on incorporating state‑of‑the‑art AI to improve key bank processes like fraud detection, risk management and debt management.

Join us in developing a new customer relationship model supported by AI benefiting both end customers and managers.

Collaborate with diverse teams composed of professionals from different disciplines including data science, machine learning, engineering, solution architecture, developers, analysts and product experts.

Embrace our obsessions : pursuing innovation, developing reusable components and reaching the customer as quickly as possible.

About the job :

• Vacante publicada hasta el 17 de diciembre del 2025.

Key job responsibilities

Strategic & Analytical Leadership

Act as the analytical reference for the Collections program ensuring all data initiatives align with the broader Risk strategy and business priorities.

Define and maintain a clear roadmap and planning for all analytical lines of work ensuring feasibility, sequencing and delivery commitments.

Stakeholder & Product Collaboration

Work closely with Product Owners and key stakeholders across Risk Collections Engineering and Architecture.

Understand the functionality and business logic behind each line of work to design technically sound and business‑aligned solutions.

Communicate progress, insights, risks and recommendations clearly to both technical and non‑technical audiences.

Technical Excellence & Solution Design

Design and lead the end‑to‑end execution of advanced ML solutions including model definition, experimentation strategy, architecture of the pipeline and production deployment.

Create high‑level and detailed solution designs, making key decisions on algorithms, architecture, features, evaluation and scalability.

Drive forward‑looking analytical practices such as causal inference, conformal prediction, explainability, fairness and uncertainty modeling.

Hands‑on Development & Model Oversight

Guide (and when needed contribute hands‑on to) the development of models using our analytical stack: XGBoost, CatBoost, causal inference frameworks, conformal prediction, traditional ML and statistical modeling, etc.

Oversee the lifecycle of ML products: feature engineering, validation, testing, deployment, monitoring and continuous improvement.

Ensure models are production‑ready, efficient and compliant with regulatory and governance standards.

Team Coordination

Coordinate and mentor Data Scientists, ML Engineers and Data Engineers.

Enable high‑performing collaborative teams through guidance, feedback and technical direction.

Required Qualifications

Experience

6 years of experience in Data Science, Machine Learning or AI developing end‑to‑end ML solutions (minimum requirement).

Proven experience leading analytical initiatives and collaborating with cross‑functional teams.

Experience in credit risk, collections or financial services is a strong plus.

Technical Skills

Strong proficiency in Python, SQL and ML frameworks (scikit‑learn, PyTorch, TensorFlow) and distributed processing (PySpark).

Strong knowledge of ML operations: pipeline design, monitoring, drift detection, retraining, CI/CD for ML.

Experience working in cloud environments (AWS, GCP, Azure).

Familiarity with explainable ML, fairness, uncertainty and governance practices.

Soft Skills

Excellent communication skills to interact with stakeholders, PO and leadership.

Ability to translate business needs into analytical solutions.

Strong planning and organizational abilities; comfortable managing several lines of work simultaneously.

Adaptability and resilience in fast‑paced evolving environments.

Leadership presence and the ability to guide and mentor multidisciplinary teams.

Skills

Customer Targeting, Empathy, Ethics, Innovation, Proactive Thinking

Full‑Time

Years

Vacancy : 1