Senior/Lead Data Scientist (Open Banking)

TL;DR

Senior/Lead Data Scientist (Open Banking): Building the analytical foundation to transform raw bank account data into actionable insights for fraud prevention and underwriting decisions with an accent on feature engineering and probability of default modeling. Focus on developing end-to-end machine learning models, operationalizing them at scale, and building performance monitoring dashboards.

Location: Milan

Salary: €65,133 – €93,142

Company

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

What you will do

• Build the analytical foundation to convert raw bank data into actionable insights for fraud prevention and underwriting.
• Perform feature engineering across cash flows to model affordability.
• Develop ML models for estimating probability of default and producing fraud scorecards.
• Own the full model lifecycle from raw data through to production deployment.
• Collaborate with engineering teams to operationalize models at scale.
• Build and maintain dashboards to monitor model performance, impact, and acceptance rates.

Requirements

• Experience building and deploying machine learning models end-to-end.
• 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 techniques for risk or fraud use cases.
• Strong communication skills for cross-functional work with Credit Modeling and Fraud teams.

Nice to have

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