Lead Data Scientist: Credit Risk & Real-Time PD Modeling

Deel; Milano; Hybrid; EUR 65,133 - 93,142; Full time

Job summary

Klarna in Milan seeks a Lead Data Scientist to shape next-generation consumer-level credit scoring and portfolio valuation models. You will design real-time PD models, calibrate frameworks, and ensure regulatory and fairness standards while exploring LLMs for explainability.

Join a cross-functional team, translate insights into policy, and mentor junior colleagues as Klarna advances its credit analytics agenda.

Qualifications

• 5+ years of experience in credit risk modeling for consumer lending.
• Deep proficiency in PD model development and validation with calibration techniques.
• Advanced Python and SQL; experience 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.

Responsibilities

• Design and maintain real-time PD models for underwriting and portfolio valuation.
• Develop calibration frameworks; ensure regulatory and fairness standards.
• Explore methods including LLMs for explainability and feature engineering.
• Collaborate with cross-functional teams and translate insights into policies.
• Mentor junior team members and contribute to long-term modeling vision.

Skills

PD model development

Python

SQL

Model validation

Explainability

Tools

MLFlow

Job description

Klarna in Milan seeks a Lead Data Scientist to shape next-generation consumer-level credit scoring and portfolio valuation models. You will design real-time PD models, calibrate frameworks, and ensure regulatory and fairness standards while exploring LLMs for explainability.

Join a cross-functional team, translate insights into policy, and mentor junior colleagues as Klarna advances its credit analytics agenda.