Lead Data Scientist: Credit Risk & Real-Time Scoring

PLP Group; London; On-site; NOK 700,000 - 900,000; Full time

Job summary

PLP Group is looking for a Lead Data Scientist to advance consumer-level credit scoring models in Norway, Innlandet. The successful candidate will have over 5 years of experience in credit risk modeling and be proficient in developing and validating Probability of Default models. Responsibilities include maintaining real-time models and ensuring regulatory compliance. If you have strong Python and SQL skills and are familiar with machine learning techniques, we invite you to apply. This role also involves mentoring junior members of the team and contributing to strategic credit policies.

Qualifications

• 5+ years’ experience in credit risk modeling for consumer lending, credit cards, or BNPL.
• Deep proficiency in PD model development and validation.
• Advanced Python and SQL skills.

Responsibilities

• Shape Klarna’s next-generation consumer-level credit scoring models.
• Design and maintain real-time PD models using statistical and ML approaches.
• Develop calibration frameworks and ensure compliance with regulatory standards.

Skills

Credit risk modeling

Probability of Default model development

Python

SQL

Machine Learning

Data explainability frameworks (SHAP, LIME)

Tools

XGBoost

scikit-learn

pandas

MLFlow

Job description

PLP Group is looking for a Lead Data Scientist to advance consumer-level credit scoring models in Norway, Innlandet. The successful candidate will have over 5 years of experience in credit risk modeling and be proficient in developing and validating Probability of Default models. Responsibilities include maintaining real-time models and ensuring regulatory compliance. If you have strong Python and SQL skills and are familiar with machine learning techniques, we invite you to apply. This role also involves mentoring junior members of the team and contributing to strategic credit policies.