Data Scientist Credit Risk

Unchain Data; San Francisco (CA); Hybrid; USD 170,000 - 230,000; Full time

Benefits offered by this job

Hybrid work model

Stock options

Job summary

Unchain Data is seeking a Data Scientist to drive credit risk intelligence for our undercollateralized lending platform. You will own portfolio monitoring, model performance, and guidance that shapes risk strategy and underwriting policy.

You will partner with product, research, and engineering to translate insights into measurable growth strategies and dashboards. The role offers a hybrid model based in San Francisco with in-office days.

Qualifications

• 4+ years in decision science, credit risk analytics, or fintech data roles.
• Deep Python and SQL proficiency; able to own analyses end-to-end.
• Well-versed in PD/LGD modeling, scorecards and risk segmentation.

Responsibilities

• Monitor credit risk models including underwriting and loss forecasting.
• Build scalable data pipelines and dashboards to track portfolio health.
• Collaborate with product, research and engineering to define metrics.
• Design and analyze experiments to evaluate product/policy changes.
• Translate findings into clear, actionable risk strategies.

Skills

Python

SQL

PD/LGD Modeling

Risk Metrics

A/B Testing

Cross-functional Collaboration

End-to-end Analytics

Data Pipelines

Tools

Grafana/Prometheus/Metabase

Dune

Shovel

Ponder

Goldsky

Job description

About Us

Traditional credit was built for people who already have money. Requirements for credit history, collateral, and costly underwriting create insurmountable barriers for those who need capital most. Over 1.4 billion people lack access to credit. A vendor in Lagos earns cash daily but can't prove a steady income. A Colombian nurse with years of perfect informal repayments remains invisible to banks.

We built an alternative called Credit. Since December 2024, it has issued over one million undercollateralized loans using stablecoins. People from around the world have used these loans to pay for things like groceries, medicine, and transportation. Backed by $6.6 million from Paradigm and Nascent, we\'re scaling a system that has already reached more than 900,000 unique borrowers. Help us take it to the next level.

The Role

We\'re looking for a talented Data Scientist to drive credit risk intelligence across Credit, our leading undercollateralized lending system. You\'ll own portfolio monitoring and reporting, research emerging risk trends, and transform borrower behavioral data into actionable guidance that shapes our credit strategy and roadmap.

While our engineering and research teams own the underlying models, you\'ll be the person who makes sense of what they\'re telling us, tracking portfolio health, identifying issues early, and turning insights into clear recommendations for risk strategy and underwriting policy. Over time, this role may expand to drive broader product analytics across our suite of products.

This role is based in San Francisco, California. We work in a hybrid model, with the team in office 3 days per week.

Stack

• Python
• SQL
• Grafana/Prometheus/Metabase
• Blockchain data and indexing tools (Dune, Shovel)

Key Responsibilities

• Monitor credit risk models, including underwriting, loss forecasting, and fraud detection, and iterate based on observed portfolio performance
• Design, build, and maintain scalable data pipelines, monitoring infrastructure, and dashboards to track portfolio health, user behavior, and key risk indicators
• Partner with product, research, and engineering teams to define north star metrics and translate them into measurable, actionable credit and growth strategies
• Design and analyze A/B tests, quasi-experiments, and causal inference studies to evaluate the impact of product and policy changes
• Produce portfolio monitoring and investigative analyses, making recommendations based on findings
• Translate complex quantitative findings into clear, compelling narratives for product, leadership, and cross-functional stakeholders

Requirements

• 4+ years of experience in decision science, credit risk analytics, or a closely related quantitative role within fintech or consumer lending
• Deep proficiency in Python and SQL; comfortable owning analyses end-to-end from raw data to recommendation
• Strong understanding of credit risk modeling concepts, including PD/LGD modeling, scorecard development, reject inference, vintage analysis, and risk segmentation
• Demonstrated experience monitoring credit risk metrics and portfolio performance, including loss forecasting and underwriting model improvement
• Proven ability to influence and collaborate with cross-functional teams and senior stakeholders, with a track record of translating analytical findings into accessible, actionable insights
• Experience designing and evaluating experiments (A/B tests, holdout groups, or causal inference frameworks) in a consumer product context
• Comfortable with ambiguity and biased toward action; thrives with minimal oversight and brings strong problem-solving skills and sharp attention to detail

Nice to Have

• Experience building or maintaining large-scale data pipelines supporting B2C financial products
• Familiarity with credit bureau data, cash flow underwriting, or alternative data sources in credit model development
• Experience working in emerging markets, ideally on financial products serving everyday consumer needs (microfinance, BNPL, digital lending)
• Strong understanding of DeFi protocol mechanics (lending, yield vaults, ERC4626) and experience with onchain data tooling (Dune, Shovel, Ponder, Goldsky or similar)
• Exposure to regulatory frameworks relevant to consumer credit (FCRA, ECOA, or equivalent)