Data Scientist Lead [Risk department]

Own the risk-modeling engine that powers profitable growth. You’ll lead the team building, deploying, and monitoring PD/PV and related models, tying decisions directly to unit economics (approval rate, CoR, PV, NPV).

Challenges that await you:

• Own the model lifecycle: develop, monitor and improve for PD, NPV, and other unit economics components of models

• Lead and grow the team: hire, coach, set career ladders, run effective 1:1s, and build a high-ownership culture

• Build the modeling platform: AutoML workflows, feature store, model registry, experiment management, online/offline feature parity, real-time scoring SLAs

• Partner cross-functionally with the Product team,  MLOps; translate P&L goals into modeling roadmaps

• Establish governance: documentation, model risk controls, drift/stability dashboards, audit-ready processes

• Leverage alternative data (open banking, device/behavioral, transactional) responsibly to expand data sources, research new ones

• R&D of new algorithms to improve models: tabular NN, graph NN, RNN, automate feature engineering process

What makes you a great fit:

• 5+ years in bank/fintech risk (consumer credit/cards or lending), owning production models

• Advanced ML for tabular problems (GBDTs like XGBoost/LightGBM/CatBoost; calibration; scorecarding; uplift/causal A/B; segmentation)

• 2+ years people leadership (hiring, performance, mentoring) with demonstrated delivery via teams

• Production mindset: responsibility for the risk model infrastructure as a product

• Data & infra: Python, SQL; Snowflake/BigQuery; MLflow/model registry; Airflow/Orchestration

• Communication: good presentation skills, collaborative manner of communication

• English: B2+ 

Our ways of working:

• Innovative Spirit: A commitment to creativity and groundbreaking solutions

• Honest Feedback: valuing open, transparent communication

• Supportive Team: a strong, collaborative community

• Celebrating Achievements: recognizing our wins together

• High-Tech Environment: a team full of smart and revolutionary people who date to challenge the status quo of incumbent finances

Our benefits:

• Relocation support to our hub in Mexico — with assistance for the employee and their family

• Hybrid work from our Mexico office 

• Healthcare Coverage

• Education Budget: Language lessons, professional training and certifications

• Wellness Budget: Mental health and fitness activity reimbursements

• Vacation policy: 20 days of annual leave and paid sick leave