Senior Data Scientist, Credit Risk ML & Forecasting

PayPal; Chicago (IL); Hybrid; USD 142,000 - 222,000; Full time

Benefits offered by this job

Hybrid work model

Benefits package

Job summary

PayPal is seeking a Sr Data Scientist in Chicago, IL to analyze large datasets, build ML models for net credit loss forecasting, and support regulatory compliance. The role requires strong Python and SQL skills, experience with credit risk modeling, and collaboration across Finance, Strategy, and Risk teams.

A hybrid work model is offered with a competitive compensation package. The role emphasizes end-to-end model development, monitoring, and documentation, leveraging cloud platforms like

Qualifications

• Master’s degree or foreign equivalent in CS/DS/Statistics/Engineering with 5+ years of experience.
• Experience building credit risk models and collection strategies.
• Strong Python skills for data analysis and ML.
• Advanced SQL with joins, CTEs, and window functions.
• Tableau and Excel for dashboards.
• A/B testing for collection strategies.
• Cloud platforms (Snowflake) and Git-based workflows.
• End-to-end ML delivery: requirements, development, deployment, validation, monitoring.

Responsibilities

• Analyze large datasets to inform project roadmap and insights.
• Design, develop, and implement ML models for NCL forecasting and reserve setting.
• Monitor model performance and ensure CECL/IFRS9 compliance.
• Collaborate with Finance, Strategy, Collections, Risk, and Business teams.
• Automate NCL forecasting processes and maintain documentation.

Skills

Python

SQL

Statistical modeling

A/B testing

Machine Learning

Education

Master’s degree in CS/DS/Statistics/Engineering

Bachelor’s degree in CS/DS/Statistics/Engineering

Tools

Tableau

Git

Snowflake

Airflow

GitHub

Job description

PayPal is seeking a Sr Data Scientist in Chicago, IL to analyze large datasets, build ML models for net credit loss forecasting, and support regulatory compliance. The role requires strong Python and SQL skills, experience with credit risk modeling, and collaboration across Finance, Strategy, and Risk teams.

A hybrid work model is offered with a competitive compensation package. The role emphasizes end-to-end model development, monitoring, and documentation, leveraging cloud platforms like