Questa posizione è in Klarna

Il processo di selezione sarà interamente gestito Klarna.

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# Senior/Lead Data Scientist - Credit Risk Modeling At Klarna, our credit risk models sit at the heart of how we underwrite and price risk for millions of consumers globally. We're looking for a Lead Data Scientist to help shape the next generation of consumer-level credit scoring and portfolio valuation models. ## 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 and economic return optimization. * Develop calibration frameworks, ensure compliance with regulatory and fairness standards, and explore novel methodologies — including LLMs for explainability and feature engineering. * Collaborate with cross-functional teams, translating modeling insights into strategic credit policies and business value. * Mentor junior team members and contribute to Klarna's long-term modeling vision.



## 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, with strong knowledge of calibration techniques. * Advanced Python and SQL skills; familiar with XGBoost, scikit-learn, pandas, MLFlow. * Experience with explainability frameworks such as SHAP, LIME, PDP. * Ability to communicate technical concepts clearly and influence cross-functional decisions. * Familiarity with real-time modeling and current trends in ML and credit analytics. ## Awesome to have * Hands-on experience using LLMs to extract features from unstructured data (e.g., customer communications, credit applications). * Knowledge of integrating third-party credit bureau data into production models. * Understanding of champion/challenger model frameworks and A/B testing infrastructure. * Exposure to loan-level economic modeling, including cost-of-capital and loss metrics. **Please include a CV in English** Curious to learn more about Klarna and what it's like to work here? Explore our career site!

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