Senior Data Scientist - Credit Risk Modeling for Payments

Amazon Inc.; Chihuahua; On-site; MXN 1,000,000 - 1,500,000; Full time

Job summary

Amazon in Mexico is seeking a Sr. Data Scientist to lead the development, validation, and governance of the full suite of risk models for a high-growth payment product.

You will own the end-to-end model roadmap, manage complex cross-functional programs, and drive model governance across the organization from inception through deployment. You will launch with external data and expert-rule frameworks, planning the transition to custom models as vintages mature, and you will measure success by KS,

Qualifications

• 5+ years of data querying languages (SQL) and scripting languages (Python) experience.
• 4+ years of data scientist experience.
• Experience with statistical models e.g. multinomial logistic regression.

Responsibilities

• Own and execute the model roadmap across origination, behavioral, delinquency, collections, recovery, fraud, and reserves inputs.
• Develop origination scorecards and lead feature engineering across external data sources.
• Build behavioral scorecards and provide PD/LGD/EAD inputs for reserves calculation.
• Oversee model validation end-to-end and produce complete technical documentation for third-party review.

Skills

SQL

Python

R

SAS

Matlab

Tools

AWS QuickSight

Tableau

R Shiny

Job description

Amazon in Mexico is seeking a Sr. Data Scientist to lead the development, validation, and governance of the full suite of risk models for a high-growth payment product.

You will own the end-to-end model roadmap, manage complex cross-functional programs, and drive model governance across the organization from inception through deployment. You will launch with external data and expert-rule frameworks, planning the transition to custom models as vintages mature, and you will measure success by KS,