Senior/Lead Data Scientist -Credit Risk Modeling

In this role you will shape Klarna’s next‑generation consumer credit scoring and portfolio valuation models. You will build real‑time PD models and calibration frameworks that support underwriting and economic return optimization. Working with cross‑functional teams, you will translate modeling insights into credit policies while mentoring junior staff and contributing to a long‑term modeling vision. You will explore innovative methods, including explainability and feature engineering with LLMs, to improve model performance and compliance. This is an impact‑driven opportunity to advance credit analytics at scale in a globally operating fintech.

• Design and maintain real‑time PD models for underwriting and portfolio valuation
• Develop and validate calibration frameworks ensuring regulatory and fairness compliance
• Collaborate with cross‑functional teams to translate insights into policies and business value
• Explore novel methodologies including LLMs for explainability and feature engineering
• Mentor junior team members and contribute to Klarna’s long‑term modeling vision

• 5+ years of experience in credit risk modeling for consumer lending, credit cards, or BNPL
• Deep proficiency in PD model development and validation with calibration techniques
• Advanced Python and SQL skills; familiarity with XGBoost, scikit-learn, pandas, MLFlow
• Experience with explainability frameworks such as SHAP, LIME, PDP
• Ability to communicate complex concepts and influence cross‑functional decisions
• Familiarity with real‑time modeling and current ML/credit analytics trends
• Nice to have hands‑on experience using LLMs to extract features from unstructured data
• Knowledge of integrating third‑party credit bureau data into production models
• Understanding of champion/challenger frameworks and A/B testing infrastructure
• Exposure to loan‑level economic modeling (cost of capital, loss metrics)

• strong communication
• cross‑functional collaboration
• mentoring
• Python
• SQL
• XGBoost