Lead Data Scientist - Credit Risk & Real-Time Scoring

Klarna; Milano; Sur place; EUR 120 000 - 160 000; Plein temps

Résumé du poste

Klarna is seeking a Lead Data Scientist for credit risk modeling to shape next-generation consumer-level scoring and portfolio valuation models. You will design real-time PD models, calibrate them, and integrate them into underwriting frameworks to optimize economic returns.

You will mentor junior team members, collaborate across functions, and stay aligned with regulatory and fairness standards while exploring novel ML approaches including LLMs for explainability.

Qualifications

• 5+ years in credit risk modeling for consumer lending, credit cards, or BNPL.
• PD model development and validation with calibration techniques.
• Advanced Python and SQL skills with XGBoost, scikit-learn, pandas, MLFlow.
• Experience with explainability frameworks such as SHAP, LIME, PDP.

Responsabilités

• Design, develop and maintain real-time PD models for underwriting and portfolio valuation.
• Create calibration frameworks and ensure regulatory and fairness compliance.
• Collaborate with cross-functional teams to translate modeling insights into policy and value, mentoring juniors.

Connaissances

Python

SQL

XGBoost

scikit-learn

pandas

MLFlow

Explainability tools

Outils

SHAP

LIME

PDP

Description du poste

Klarna is seeking a Lead Data Scientist for credit risk modeling to shape next-generation consumer-level scoring and portfolio valuation models. You will design real-time PD models, calibrate them, and integrate them into underwriting frameworks to optimize economic returns.

You will mentor junior team members, collaborate across functions, and stay aligned with regulatory and fairness standards while exploring novel ML approaches including LLMs for explainability.