Salmon Group
Data Science (Credit Risk)
Taguig, National Capital Region, Remote. Posted a month ago
The role
You will own credit scoring across the full customer lifecycle. You will build and improve Application and Behavioral Scorecards to drive underwriting and collections decisions.
What you will do
- Build and improve Application and Behavioral Scorecards
- Prepare model documentation and defend modeling decisions to internal governance and external reviewers
- Collaborate with product, analytics, and engineering to translate model outputs into strategy changes
- Own the full modeling cycle including data exploration, feature design, model build, validation, deployment specs, and post-production monitoring
- Track scorecard quality including AUC, KS, bad rate, and stability index
- Validate models against real portfolio outcomes via NPV and backtesting
- Prepare model documentation and governance artifacts for regulatory review
- Shape credit strategy to influence approval, pricing, and collection decisions
Required qualifications
- 3+ years of hands-on experience building credit risk models
- Experience with Application Scorecards and/or Behavioral Scorecards specifically
- Experience with model audits, documentation, or regulatory review support
- Strong Python (pandas, scikit-learn)
- Strong SQL
- Experience covering the full lifecycle: data, feature engineering, validation, and production monitoring
Benefits
- Company-provided tools and equipment
- Medical insurance for you and your family
- 22 vacation days
- Philippine public holidays
- 15 sick days
- 105 days of paid maternity leave
- Up to 14 days of paid paternity leave
- Opportunities to learn and share expertise through internal expert meetups, external conferences, speaking opportunities, and industry publications
- Regular team offsites, sports activities, and team events
- High-performing teams can earn a dedicated beach house week in Southeast Asia
About the company
Salmon Bank (Rural Bank) Inc. is the banking arm of Salmon Group Ltd, a technology-driven challenger bank in the Philippines operating under a BSP license.