Senior/Lead Data Scientist (Open Banking)

TL;DR

Senior/Lead Data Scientist (Open Banking): Building analytical foundations to transform raw bank account data into actionable insights for fraud prevention and underwriting with an accent on feature engineering and risk modeling. Focus on developing ML models to estimate probability of default, producing fraud scorecards, and operationalizing models at scale in production.

Location: London

Salary: £81,425 – £116,438 GBP

Company

Klarna is a leading global fintech company specializing in payment and shopping services.

What you will do

• Build analytical foundations that convert raw bank account data into insights for fraud prevention and underwriting.
• Perform feature engineering across cash flows to model affordability.
• Develop machine learning models to estimate probability of default and create fraud scorecards.
• Own the full model lifecycle, from data extraction to production deployment.
• Partner with engineering teams to operationalize models at scale.
• Monitor model performance and acceptance rates through custom dashboards.

Requirements

• Experience building and deploying end-to-end ML models in production.
• Strong feature engineering skills, specifically with transactional or financial data.
• Proficiency in Python and SQL.
• Experience working in AWS environments.
• Solid understanding of classification modeling for risk or fraud use cases.
• Strong communication skills for cross-functional collaboration with Credit Modeling and Fraud teams.

Nice to have

• Experience with open banking data or affordability modeling.
• Familiarity with Databricks for building model monitoring dashboards.
• Experience with observability tools such as Datadog.
• Professional background in underwriting, credit risk, or fraud detection.