Hybrid Credit Risk Data Scientist — Scorecards & Strategy

Salmon Group Ltd; Makati; Hybrid; PHP 600,000 - 1,200,000; Full time

Benefits offered by this job

Medical insurance

22 vacation days

105 days of paid maternity leave

14 days of paid paternity leave

Job summary

Salmon Bank (Rural Bank) Inc. in the Philippines is seeking a hands-on Credit Risk Modeler to own scoring across the customer lifecycle, from application decisions to behavioral models that drive portfolio profitability.

You will build and validate Application and Behavioral Scorecards, work in a regulated environment, and collaborate with product, analytics, and engineering to translate model outputs into actionable strategy and deployment specs.

Qualifications

• 3+ years of hands-on experience building credit risk models—Application Scorecards and/or Behavioral Scorecards.
• Experience with model audits, documentation, or regulatory review support.
• Strong Python (pandas, scikit-learn) and SQL; you build models yourself, not just review others' work.
• Experience covering the full lifecycle: data, feature engineering, validation, and production monitoring.

Responsibilities

• Build and improve Application and Behavioral Scorecards that drive underwriting and collections decisions across live credit products.
• Work within a regulated environment — prepare model documentation and defend modeling decisions to internal governance and external reviewers.
• Collaborate with product, analytics, and engineering to translate model outputs into strategy changes and implementation specs.
• Own the full modeling cycle: data exploration, feature design, model build, validation, deployment specs, and post-production monitoring.
• Track scorecard quality — AUC, KS, bad rate, stability index — and validate against real portfolio outcomes via NPV and backtesting.
• Prepare model documentation and governance artifacts for regulatory review.
• Shape credit strategy — your models directly influence approval, pricing, and collection decisions.

Skills

Credit risk modeling

Python

SQL

Model validation

Regulatory awareness

Tools

pandas

scikit-learn

Job description

Salmon Bank (Rural Bank) Inc. in the Philippines is seeking a hands-on Credit Risk Modeler to own scoring across the customer lifecycle, from application decisions to behavioral models that drive portfolio profitability.

You will build and validate Application and Behavioral Scorecards, work in a regulated environment, and collaborate with product, analytics, and engineering to translate model outputs into actionable strategy and deployment specs.