Proven hands-on experience developing, deploying, and maintaining machine learning models for credit scoring or credit risk, with direct impact on credit decisioning systems.
Strong understanding of statistical modeling and supervised learning techniques, including logistic regression, decision trees, random forests, gradient boosting (XGBoost, LightGBM), and ensemble methods.
Ability to select, tune, and optimize models for highly imbalanced credit and risk datasets.
Extensive experience with feature engineering using financial, transactional, and alternative data sources such as transaction histories, payment behavior, mobile money data, telco data, or other non-traditional indicators.
Expert proficiency in Python, with strong hands-on experience using scikit-learn, XGBoost, LightGBM, and deep learning frameworks such as TensorFlow or PyTorch when required.
Strong knowledge of model validation, monitoring, and lifecycle management, including drift detection and ongoing performance evaluation.
Familiarity with credit risk performance metrics, including Gini coefficient, KS statistic, AUC-ROC, precision-recall, calibration, and Population Stability Index (PSI).
Qualifications
Bachelor’s degree in data science, Computer Science, Statistics, Mathematics, Engineering, or a related field.
4+ years of professional experience in machine learning, data science, or credit risk modeling, preferably within fintech, lending, or financial services.
Experience working with production ML systems that support real-time or near real-time decisioning.
Strong analytical and problem-solving skills with the ability to translate business risk requirements into effective ML solutions.
Experience in emerging markets or alternative data-driven credit models is a strong plus.
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