ppSpecialista Senior / Project Manager /p /brpIn 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. /p /brul /brliDesign and maintain real‑time PD models for underwriting and portfolio valuation /li /brliDevelop and validate calibration frameworks ensuring regulatory and fairness compliance /li /brliCollaborate with cross‑functional teams to translate insights into policies and business value /li /brliExplore novel methodologies including LLMs for explainability and feature engineering /li /brliMentor junior team members and contribute to Klarna’s long‑term modeling vision /li /brli5+ years of experience in credit risk modeling for consumer lending, credit cards, or BNPL /li /brliDeep proficiency in PD model development and validation with calibration techniques /li /brliAdvanced Python and SQL skills; familiarity with XGBoost, scikit-learn, pandas, MLFlow /li /brliExperience with explainability frameworks such as SHAP, LIME, PDP /li /brliAbility to communicate complex concepts and influence cross‑functional decisions /li /brliFamiliarity with real‑time modeling and current ML/credit analytics trends /li /brliNice to have hands‑on experience using LLMs to extract features from unstructured data /li /brliKnowledge of integrating third‑party credit bureau data into production models /li /brliUnderstanding of champion/challenger frameworks and A/B testing infrastructure /li /brliExposure to loan‑level economic modeling (cost of capital, loss metrics) /li /br /ul /brpIn this role you will shape Klarna’s next‑generation consumer credit scoring and portfolio valuation models. You will build real‑time PD mod… /p /p #J-18808-Ljbffr

📌 Senior/Lead Data Scientist -Credit Risk Modeling (Milano)
🏢 Experteer Italy
📍 Milano