14 set - Varese
Klarna
OverviewIn 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.
ResponsabilitàDesign and maintain real?time PD models for underwriting and portfolio valuation
Develop and validate calibration frameworks ensuring regulatory and fairness compliance
Collaborate with cross?functional teams to translate insights into policies and business value
Explore novel methodologies including LLMs for explainability and feature engineering
Mentor junior team members and contribute to Klarna's long?term modeling vision
Requisiti fondamentali5+ years of experience in credit risk modeling for consumer lending, credit cards, or BNPL
Deep proficiency in PD model development and validation with calibration techniques
Advanced Python and SQL skills; familiarity with XGBoost, scikit-learn, pandas, MLFlow
Experience with explainability frameworks such as SHAP, LIME, PDP
Ability to communicate complex concepts and influence cross?functional decisions
Familiarity with real?time modeling and current ML/credit analytics trends
Nice to have hands?on experience using LLMs to extract features from unstructured data
Knowledge of integrating third?party credit bureau data into production models
Understanding of champion/challenger frameworks and A/B testing infrastructure
Exposure to loan?level economic modeling (cost of capital, loss metrics)
strong communication
cross?functional collaboration
mentoring
Python
SQL
XGBoost
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