Senior Credit Risk Data Scientist - Explainable AI for MSMEs

Oze; Cape Town; On-site; ZAR 700,000 - 900,000; Full time

Job summary

Oze is seeking a Senior Credit Risk Data Scientist in Cape Town to own and enhance machine learning models for credit decisions. This role involves improving predictive accuracy while ensuring explainability, fairness, and justice in lending.

The ideal candidate has a background in credit modeling with strong Python and SQL skills, and an understanding of African data ecosystems. A passion for closing credit gaps for MSMEs across Africa is essential.

Qualifications

• Proven experience building and maintaining credit or risk models in production.
• Strong Python (pandas, scikit-learn) and fluent SQL on large data sets.
• Comfort working alongside engineers to deploy models.

Responsibilities

• Tailor and specialize credit models for new use cases and markets.
• Improve predictive power and feature set of the base model.
• Build explainability into every credit score.

Skills

Building credit or risk models

Python

Model explainability

SQL

Statistical analysis

Credit risk concepts

Experience with LLMs

Tools

XGBoost

LightGBM

Job description

Oze is seeking a Senior Credit Risk Data Scientist in Cape Town to own and enhance machine learning models for credit decisions. This role involves improving predictive accuracy while ensuring explainability, fairness, and justice in lending.

The ideal candidate has a background in credit modeling with strong Python and SQL skills, and an understanding of African data ecosystems. A passion for closing credit gaps for MSMEs across Africa is essential.