Senior/Lead Data Scientist (Credit & Finance Model Validation)

Location: Stockholm or London; hybrid, with most teams meeting in the office 2–3 days per week

Salary: kr 868,446–kr 1,108,832 SEK annually

Company

Klarna builds an everyday finance network serving over 120 million consumers across 26 countries, using AI across financial products and operations.

What you will do

• Independently review and challenge predictive and AI/LLM models across credit scoring, fraud detection, AML/CTF, finance, impairments, and operations.
• Identify control weaknesses in model development and usage, working with model developers and business stakeholders until issues are resolved.
• Extend the model-risk code base and AI tooling to increase validation coverage and depth without adding headcount.
• Prioritize validation work according to the highest model risks and focus limited review time on the most consequential areas.
• Use hands-on model-building experience to test assumptions, data, methodology, and loss estimates rather than reviewing documentation alone.

Requirements

• Hands-on first-line experience building predictive models for credit risk or underwriting.
• Strong understanding of provisioning, impairment, and IFRS9 finance modelling.
• Proficiency in Python and SQL for building, running, and interrogating models.
• Ability to work independently with model developers and business stakeholders, challenge assumptions, and address weak controls.
• Ability to prioritize the most material model risks instead of reviewing every component equally.
• Ability to work from the Stockholm or London location under the team’s hybrid office model.

Nice to have

• Previous model validation or independent challenge experience, ideally in a second-line risk function.
• Hands-on experience with PySpark for distributed data processing.
• Experience with cloud platforms such as AWS.

Culture & Benefits

• Co-located teams typically meet in the office 2–3 days per week, with arrangements varying by team.
• Non-obvious professional backgrounds and diverse perspectives are welcomed.
• The role offers the opportunity to work on large-scale model risk, governance, and AI tooling.

Hiring process

• Submit a CV in English focused on concrete work, outcomes, and costs.
• Final compensation is based on qualifications, skills, and experience.