📋 Context

As a Data Scientist specializing in Credit Modelling, you will be a key member of the Credit Portfolio Management team, reporting to our Senior Data Scientist and driving improvements in consumer loan origination quality and risk assessment through advanced credit scoring methodologies.  

Credit scoring is a fundamentaldimension of Younited’score consumer loan business, ensuring robust risk management while maintaining profitability and supporting strategic partners like Bouygues, Apple, Microsoft, and ENPAL. These partners trust us to deliver precise credit risk models that enhance funding solutions and strengthen market presence. 

In this role, you will work on the development, deployment, and optimization of credit scoring models with a strong focus on ensuring high origination quality.  

Your responsabilities :

• Model Development 

• Build a robust and scalable approach to develop advanced, highly-performing credit scoring models tailored to maximize the risk reward. 

• Leverage PSD2 (open banking) data and other alternative data to enhance predictive power and accuracy. 

• Incorporate external data sources (e.g., credit bureaus, demographic data) to refine risk segmentation and improve decision-making. 

• Address challenges such as defining objective metrics relevant to Younited, population alignment during periods of disruption (e.g., COVID-19, inflation), and creating models with limited observable data. 

• Refine credit scoring development methodologies to align with the latest best practices and regulatory standards. 

• Drive innovation in risk modelling techniques, utilizing machine learning and advanced analytics when relevant. 

• Ensure continuous internal communication over projects’ roadmaps and best practices around the different uses of the score throughout the decision system. 

• Model Deployment and Operational Integration 

• Ensure seamless integration of credit scores into Younited’s decision engines, enabling real-time risk-based decisioning. 

• Deploy models on the platform in collaboration with ML Engineers, adhering to best practices and compliance standards. 

• You will be working with an advanced technical stack, including a Python-based scalable development environment and a deployment environment leveraging Google Cloud Platform (GCP). 

• Risk Monitoring and Continuous Improvement 

• Conduct rigorous ongoing monitoring of credit score performance (e.g., expected vs. observed outcomes, population drift, and data quality). 

• Identify limitations and propose enhancements to strengthen risk assessment and improve origination outcomes. 

• Strategic Roadmap and Governance 

• Contributes to the prioritization of the credit scoring roadmap by evaluating the impact on origination quality and overall business objectives. 

• Collaborate with Model Risk Management to ensure compliance with internal governance and regulatory requirements.

🫵 About your profile

• You have a, engineering background or similar with a Master’s degree or PhD in a relevant field(statistics, machine learning or mathematics). 

• You have 3+ years of experience in a credit risk modelling environment. 

• You are proficient in SQL & Python 

• You are energetic, enthusiast, rigorous and a team player.

• A first video chat with Aurélien, Talent Acquisition Manager, to get to know each other and tell you more about Younited, our corporate culture & values (30’)

• An Interview with Ashvini, your future manager to discuss about the role and expectations (60’)

• Online Technical Test

• A Business Case to assess your skills (60’)

• 2 meetings with Team Members (90’)