Senior/Lead Data Scientist -Credit Risk Modeling

Senior/Lead Data Scientist at Klarna in Milan, shaping consumer-level credit scoring and portfolio valuation. This is the PD and calibration seat, not the transformer research posting: real-time probability of default, economic return, regulatory and fairness constraints, explainability.

You design and maintain those models, explore LLMs for explainability and feature engineering, and mentor juniors. Five-plus years in consumer lending, cards, or BNPL is the floor. Python, SQL, XGBoost, scikit-learn, MLflow, and SHAP-class explainability.

Highlights

• Milan onsite, core credit risk modeling.
• Python, SQL, XGBoost, scikit-learn, MLflow.
• Real-time PD, calibration, fairness, plus LLM extras.
• Title spans Senior/Lead. 5+ years. No salary disclosed.