Klarna
Senior/Lead Data Scientist
Stockholm
kr 752.8k – kr 1.1m/yr
Posted 3 months ago
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Lead Data Scientist – Credit Risk Modeling
What You’ll Do
As a Lead Data Scientist within credit risk modeling, you will shape Klarna’s next-generation consumer-level credit scoring and portfolio valuation models. You’ll:
- Design and maintain real-time PD (Probability of Default) models using statistical and ML approaches, integrating them into frameworks for:
- Underwriting
- Economic return optimization
- Develop calibration frameworks to ensure compliance with regulatory and fairness standards
- Explore novel methodologies, including:
- LLMs for explainability
- Feature engineering
- Collaborate with cross-functional teams to translate modeling insights into strategic credit policies and business value
- Mentor junior team members and contribute to Klarna’s long-term credit risk modeling vision
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Who You Are
- 5+ years’ experience in:
- Credit risk modeling for consumer lending, credit cards, or BNPL
- Deep proficiency in:
- PD model development and validation
- Calibration techniques
- Advanced technical skills:
- Python and SQL
- Proficiency with XGBoost, scikit-learn, pandas, MLFlow
- Experience with explainability frameworks (SHAP, LIME, PDP)
- Strong ability to:
- Communicate technical concepts clearly
- Influence cross-functional decisions
- Familiarity with:
- Real-time modeling
- Current trends in ML and credit analytics
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Awesome to Have
- Hands-on experience using LLMs to extract features from unstructured data:
- Customer communications
- Credit applications
- Knowledge of integrating third-party bureau data into production models
- Understanding of champion/challenger frameworks and A/B testing infrastructure
- Exposure to loan-level economic modeling, including:
- Cost-of-capital
- Loss metrics
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Skills
Credit Risk Modeling
PD Model Development
Python
SQL
XGBoost
Scikit-learn
Pandas
MLFlow
SHAP
LIME
PDP
LLMs
Calibration Techniques
Underwriting
Feature Engineering
Credit Analytics
Location