Senior Data Scientist

Role Summary
Hands-on data scientist on the data science and model development team, focused on building the machine-learning and statistical models that power our consumer lending decisions. You will develop credit risk models for underwriting and portfolio risk decisioning, as well as models across fraud risk, marketing response and propensity, customer lifecycle management, collections prioritization, account management, and pricing, line, and offer optimization.

You will execute and influence the model roadmap set with business partners, owning the technical craft of individual models end to end: framing the problem, engineering features, training and validating models, documenting your work for model risk review, and shipping models that hold up in production. You turn data into reliable, well-governed models and translate their outputs into clear recommendations for the partners who own credit, fraud, marketing, and collections strategy.

Key Responsibilities
Develop, validate, and maintain credit risk models for underwriting and portfolio risk decisioning (scorecards, PD/loss and other supervised ML and statistical models).
Build and support models across additional lending decisioning use cases as prioritized by business partners, including fraud risk, marketing/propensity, customer lifecycle, collections prioritization, account management, and pricing/line/offer optimization.
Own the hands-on model lifecycle for your work: problem framing, exploratory analysis, feature engineering, model development, validation-ready documentation, and post-deployment monitoring.
Engineer features and evaluate alternative and third-party data sources (bureau, alternative credit, cash-flow/bank, device, and identity signals), quantifying lift, stability, cost, and compliance trade-offs.
Produce thorough model documentation and support model risk management and governance through validation, audit, and review cycles.
Monitor model performance, drift, and stability in production (PSI, KS, AUC/Gini decay, calibration) and diagnose degradation, recommending recalibration or rebuild when needed.
Design and execute champion/challenger tests, backtests, and holdout analyses to measure model impact on approvals, losses, response, and downstream portfolio performance.
Apply explainability methods (e.g., SHAP, reason-code generation) and build fair lending and regulatory awareness into model design and feature selection (disparate-impact considerations, adverse action/reason codes).
Partner with data engineering and decisioning-platform teams to product ionize models, evolve features and pipelines, and ensure reliable real-time and batch scoring.
Translate model outputs into actionable business recommendations—connecting scores and segments to the policies, offers, and operational actions owned by credit risk, fraud strategy, marketing, collections, product, and other stakeholders.
Contribute to analytical standards, reproducibility, and tooling (code review, version control, experiment tracking) and help raise the technical bar across the team.
Help shape and refine the model roadmap by surfacing opportunities, sizing impact, and prioritizing work with the Director, Data Science and business partners.

Qualifications
4-6 years in data science, statistical modeling, credit risk analytics, or a closely related quantitative field, with hands-on development of models used in real decisioning.
Strong, current hands-on Python and SQL skills used to build, evaluate, and ship models.
Command of supervised machine-learning and statistical methods (e.g., gradient boosting, logistic/regularized regression, tree-based models, validation and feature-selection techniques).
Demonstrated experience across the model lifecycle: feature engineering, model development, validation-ready documentation, and monitoring of drift and performance.

Experience with credit risk or consumer lending models preferred (scorecards, PD/loss, or related decisioning models).
Ability to communicate complex modeling concepts, assumptions, and trade-offs clearly to both technical and non-technical stakeholders, and to translate results into recommendations.
Bachelor's…