Senior/Staff Credit Data Scientist

The role

You will develop and deploy statistical and machine learning models to predict credit risk, delinquency, defaults, and loan losses. You will also build quantitative pricing models and analyze credit bureau and alternative data to improve underwriting and decisioning.

What you will do

• Develop and deploy statistical and machine learning models to predict credit risk, delinquency, defaults, and loan losses
• Analyze credit bureau, alternative, and loan performance data to improve underwriting, risk segmentation, and credit decisioning
• Build quantitative pricing models that optimize risk-adjusted returns, loan performance, and conversion
• Develop and evaluate AI-powered agents and workflows to enhance underwriting, pricing, and analytical operations
• Apply advanced statistical methods, feature engineering, and model validation techniques
• Partner with Engineering to deploy scalable, production-ready models and analytical pipelines using Python
• Monitor model performance and implement improvements based on portfolio trends
• Document modeling methodologies and incorporate model governance, fair lending, and data privacy considerations
• Lead complex data science initiatives and mentor colleagues
• Collaborate cross-functionally with Credit Risk, Product, Engineering, and Finance

Required qualifications

• Bachelor's degree or foreign equivalent in Statistics, Mathematics, Economics, Computer Science, Data Science, Engineering, or a closely related quantitative field
• Minimum of 8 years of progressively responsible professional experience in credit risk analytics, pricing analytics, statistical modeling, or related quantitative functions within consumer lending
• Advanced proficiency in Python
• Demonstrated expertise in statistical and quantitative modeling techniques
• Strong understanding of consumer lending credit risk and pricing methodologies
• Proven ability to apply advanced quantitative methodologies to complex financial datasets
• Strong communication and collaboration skills

Nice to have

• Master's degree in a related discipline
• PhD in a related discipline
• Experience in unsecured consumer lending or a fintech environment

Benefits

• Fully remote work freedom (for most roles)
• Competitive salary packages
• Flexible PTO + 9 company holidays
• Equity: Share in our start-up success
• Comprehensive and affordable insurance benefits
• Paid parental leave for both caregivers
• Essential modern equipment to get the job done
• Fully paid Claude subscription
• 401(k)
• Quarterly meet-ups: In person & virtual fun
• Awesome Splash swag

About the company

Splash Financial was created in 2013 to help people manage debt. The company has refinanced over $6 Billion in loans through its network of partners.