Senior/Lead Data Scientist (Credit Risk)

What you’ll Do:

• Credit Risk Modeling & Measurement
  • Develop, implement, and maintain core credit risk models, including application scorecards, behavioral models, and PD / LGD / EAD estimation frameworks.
  • Leverage diverse data sources—transactional, behavioral, financial, sequential and alternative unstructured data—for feature engineering and model innovation.
  • Own ECL measurement and monitoring, ensuring models accurately reflect portfolio risk across products, cohorts, and vintages.
  • Design robust model evaluation, back-testing, and recalibration processes to maintain performance under changing borrower behavior and market conditions.
  • Quantify and manage trade-offs between disbursement growth, risk appetite, and profitability.
• Experimentation
  • Design and analyze controlled experiments or policy tests (e.g., limit changes, approval threshold adjustments) to measure causal impact on risk and profitability.
  • Ensure changes to credit policies are supported by rigorous evidence and clearly understood risk implications.
• Cross-Functional Collaboration
  • Partner closely with the business team, product, engineering, accounting and operations to align modeling outputs with operational constraints and business objectives.
  • Support model governance, documentation, and audit requirements, including alignment with internal risk frameworks and regulatory expectations

What you’ll Need:

• Bachelor Degree in Computer Science, Statistics, Quantitative Finance, Economics, or related fields
• 5+ years of experience in data science, credit risk, or quantitative modeling; experience in BNPL, consumer lending, or fintech is strongly preferred.
• Strong understanding of PD, ECL, and portfolio risk concepts, with the ability to visualize and translate them into practical business decisions.
• Strong Python and SQL skills.
• Great communication skills, organization skills, multitasking and teamwork.
• Good command of English and Thai