Senior/Lead Data Scientist

As a Lead Data Scientist within credit risk modeling, you will shape Klarna’s next-generation consumer-level credit scoring and portfolio valuation models. You’ll design and maintain real-time PD (Probability of Default) models using statistical and ML approaches, integrating them into frameworks for underwriting and economic return optimization.

You’ll develop calibration frameworks, ensure compliance with regulatory and fairness standards, and explore novel methodologies—including LLMs for explainability and feature engineering. Collaborating with cross-functional teams, you’ll translate modeling insights into strategic credit policies and business value, while mentoring junior team members and contributing to Klarna’s long-term modeling vision.

Who you are

• 5+ years’ experience in credit risk modeling for consumer lending, credit cards, or BNPL.
• Deep proficiency in PD model development and validation, with strong knowledge of calibration tec...