Senior Credit Risk Data Scientist

Stack

Responsibilities

• ▹Lead the end-to-end build of credit risk models, treating ML as software engineering so everything shipped is fast, reproducible and robust
• ▹Design modelling frameworks for decisioning, pricing and fraud that move company-wide P&L, not just a dashboard metric
• ▹Build credit policies and lending strategies that expand the addressable market safely, pushing conversion and profitability up together
• ▹Ensure scientific integrity: model improvements must be statistically significant, with no data leakage and no hidden bias
• ▹Turn technical findings into business trade-offs leadership can act on, mapping ROC AUC straight to revenue and loss
• ▹Set the bar for code quality: reviewing, mentoring, and contributing to the libraries the whole team relies on

Requirements

• ▹4+ years building and maintaining production-grade ML systems
• ▹Strong grip on predictive modeling and credit risk concepts (IV, ROC AUC, SHAP, PD, EAD, LGD, EL)
• ▹As comfortable in a modern monorepo (Python, SQL, Snowflake, dbt) as a software engineer would be
• ▹Real depth on credit risk concepts (PD, EAD, LGD)
• ▹Solid grasp of modelling techniques like IV and SHAP
• ▹Experience working across Snowflake, dbt, ZenML, Dagster and Weights & Biases

Nice to have

• ▹Experience in highly automated lending, price sensitivity modelling, or Customer Lifetime Value (CLV)

Soft skills

What we offer

• ▹25 days off, plus public holidays
• ▹Private healthcare, life insurance, and a pension
• ▹Equity, because you should own a piece of what you're building
• ▹Generous parental leave for primary and secondary caregivers
• ▹60 days a year to work abroad from wherever you want
• ▹Hybrid working from Dublin HQ or London

About the company

Wayflyer builds capital-financing technology that keeps pace with small businesses' growth ambitions, assessing businesses in minutes and sending funds in as little as 24 hours. It has deployed over $6bn worldwide, backed by Tier 1 banks such as J.P. Morgan, with offices in Dublin, London, New York, Charlotte, Berlin and Sydney.