Open Banking Credit Risk & Underwriting Specialist (France)

Klarna; Paris; Hybrid; EUR 75,000 - 110,000; Full time

Job summary

Klarna is looking for a data-driven risk professional to turn open banking data into credit decisions for the French market. Depending on your background, this could sit closer to underwriting policy or to modeling, with scope shifting as the team’s needs evolve.

You will collaborate with Risk, Product, and regional sales to optimize underwriting for France and other markets, leveraging open banking signals and large datasets.

Qualifications

• 3+ years turning bank account and transaction data into a credit risk decision, ideally in the French market.
• Background in engineering, data science, mathematics, software engineering, or business with credit risk experience.
• Fluent in French and comfortable working in English.
• Proficient in SQL and handling large datasets.
• Able to explain data meaning to non-technical stakeholders.

Responsibilities

• Evolve underwriting policy, the models behind it, or both, depending on where your experience is strongest.
• Collaborate with Risk, Product, and regional teams to keep French underwriting aligned with the business and with regulation.
• Balance consumer fairness against portfolio performance — avoid overly strict approvals or excessive losses.
• Translate data insights into changes the business actually implements.
• Help move Klarna's French underwriting toward a single global decisioning platform.

Skills

Credit risk

Open banking data

French market experience

SQL

Tools

SQL

Large datasets

Job description

Klarna is looking for a data-driven risk professional to turn open banking data into credit decisions for the French market. Depending on your background, this could sit closer to underwriting policy or to modeling, with scope shifting as the team’s needs evolve.

You will collaborate with Risk, Product, and regional sales to optimize underwriting for France and other markets, leveraging open banking signals and large datasets.