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

TL;DR

Senior/Lead Data Scientist (Credit & Finance Model Validation): Perform independent end-to-end validation of credit risk, underwriting, limit management, finance provisioning, and profitability models with an accent on conceptual soundness, data integrity, feature engineering, regulatory compliance, and business impact. Focus on replicating model development processes, conducting challenger analyses, and enhancing agentic AI tools for automated validation.

Location: Stockholm, London

Salary: kr 752,814 SEK - kr 1,076,536 SEK

Company

Leading global fintech providing Buy Now Pay Later services and payments products.

What you will do

• Perform rigorous end-to-end validation of credit risk and finance models, reviewing conceptual soundness, data, features, training, compliance, documentation, deployment, and monitoring.
• Replicate model development and conduct challenger analyses as needed.
• Collaborate with data scientists, ML engineers, and stakeholders to communicate risks and findings.
• Provide recommendations and document outcomes per governance and regulatory standards.
• Drive enhancements to agentic AI tools for automating validation processes.
• Maintain model risk management frameworks aligned with regulations and best practices.

Requirements

• Advanced degree (Master’s or PhD) in quantitative field like data science, statistics, math, CS, physics, or engineering.
• 3+ years hands-on experience in credit risk and/or IFRS9/CECL impairment modeling.
• Strong expertise in statistical/ML models, especially credit risk and IFRS9/CECL provisioning.
• Hands-on with Python, SQL, Spark, AWS.
• Excellent analytical, problem-solving, communication, and stakeholder skills.
• Knowledge of regulatory requirements for model risk management.

Nice to have

• Experience with BNPL, credit cards, personal loans, payments.
• Mentoring juniors or leading validation reviews.
• Building agentic AI workflows and AI governance knowledge.

Culture & Benefits

• Full-time role in innovative data science and risk management environment.
• Opportunity to stay at forefront of credit/finance modeling and AI/ML trends.
• Collaborative work with product stakeholders and technical teams.