About the Role
We are looking for an experienced and innovative Senior Data Scientist to join our team and play a pivotal role in shaping the future of our risk and financial modeling capabilities. You will be responsible for developing sophisticated models that drive key business decisions, from individual credit assessments to aggregate portfolio strategies. This is a unique opportunity to not only solve complex analytical challenges but also to lead the charge in adopting state-of-the-art machine learning techniques across the company.
Challenges that await you:
- Develop and implement advanced statistical models for our credit portfolio at both per-account and aggregate levels to predict behavior and optimize performance
- Create sophisticated Net Present Value (NPV) models and their core components on a per-account basis for our various credit products
- Model critical financial metrics, including FX position, liquidity, and other balance sheet items, to ensure robust financial management
- Analyze and model not just expected values, but also their deviations and distributions, recognizing the highly statistical nature of our domain
- Champion the transition from traditional modeling methods (e.g., regression, boosting) to more advanced machine learning techniques where they provide a clear competitive advantage
- Lead or contribute to cross-functional projects to implement cutting-edge machine learning solutions across different risk areas within the company.
What makes you a great fit:
- M.S. or Ph.D. in a quantitative field such as Statistics, Computer Science, Mathematics, Physics, or Economics
- 5+ years of hands-on experience in data science or a similar role, preferably within the fintech, banking, or financial services industry
- Proven expertise in credit risk and financial modeling, with a deep understanding of concepts like portfolio analysis, NPV, and financial metrics
- Strong proficiency in Python or R and extensive experience with core data science libraries (e.g., Scikit-learn, Pandas, NumPy) and machine learning frameworks (e.g., TensorFlow, PyTorch, Keras)
- Advanced knowledge of various modeling techniques, including both traditional statistical methods and modern machine learning algorithms (e.g., Gradient Boosting, Neural Networks)
- Experience in modeling statistical distributions and deviations, not just point estimates
- Excellent communication skills with the ability to explain complex concepts to both technical and non-technical stakeholders
- A proactive and innovative mindset with a passion for driving change and exploring new technologies
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 Mexico with full visa & permit support to the employee and family
- Flexible work: hybrid or full-time from our office in Mexico
- 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
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