Credit Data Scientist | SR (Remote)

Description

. **Responsibilities and duties** * Develop Credit Scoring models (Application Score, Behavior Score, and Collection Score); * Build Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models; * Develop Machine Learning models for credit granting, collections, churn, and fraud; * Build decision engines for automated approval; * Develop data-driven credit policies; * Perform exploratory data analysis (EDA) on large volumes of data; * Create data processing and feature engineering pipelines; * Implement A/B tests for strategy validation; * Monitor model performance using statistical indicators; * Develop dashboards for tracking credit indicators; * Work in conjunction with business, risk, compliance, and technology areas; **Requirements and qualifications** **Requirements:** * Knowledge in Credit: Personal Credit, Positive Registry, Credit Bureau, Credit Policy, Credit Engine, Credit Limit, Fraud Prevention, Collections, Credit Recovery; * Experience with Python and SQL languages; * Experience with Databases: SQL Server, PostgreSQL, Oracle; **Differentiators:** * Experience in fintechs, banks, or financial institutions; * Experience with decision engines such as FICO, Blaze Advisor, or similar; * Knowledge in explainability (SHAP, LIME); * Development of interpretable models for regulated environments; * Experience with model validation and governance (Model Risk Management); * Knowledge in OCR, biometrics, and fraud prevention; * Experience with Open Finance and financial data integration; UNDER CONSTRUCTION