Principal Research Scientist [Risk, Plata Cerebro]

The role

You will own the foundation model program from research direction to production models. You will build models for underwriting, credit limit strategy, fraud detection, collections, and propensity models using financial datasets.

What you will do

• Build an end-to-end foundation model over financial event sequences
• Drive technical decisions from methodology to regulatory compliance
• Take models from research to production
• Research state-of-the-art approaches and publish work
• Mentor senior engineers and scientists
• Own technical standards for model development
• Communicate results to cross-functional stakeholders

Required qualifications

• Proven experience applying deep learning to sequential data
• Strong foundation in mathematical statistics and probability theory
• Deep understanding of machine learning algorithms (GBM, MLP, CNN, RNN, Transformers, etc.)
• Experience taking large models to production
• Ability to strike a balance between solution complexity and practical applicability
• Degree in mathematics, physics, or CS from a top technical university
• Strong communication skills

Nice to have

• transformer architectures on event/transaction sequences
• Kaggle Competitions Master/Grandmaster or equivalent
• experience developing models in banking or consumer lending

Benefits

• Relocation support to one of our hubs - Mexico, Cyprus, Spain with assistance for the employee and their family
• Flexible work from one of our offices or remote
• Healthcare coverage
• Education budget: language lessons, professional training and certifications
• Wellness budget: mental health and fitness activity reimbursements
• Annual leave and paid sick leave

About the company

Plata is a fast-growing fintech company with 3M+ customers and a $5B+ valuation. They are strengthening their Risk & Decisioning core team.