Senior Credit Risk Data Scientist

Wayflyer
London
Workplace: HybridFull timeFunction: Data Science & Machine LearningExperience: 4+ yearsSkills: ["Communication","Leadership","Problem-solving","Presentation","Stakeholder management"]

Lead and implement production-grade ML models within Wayflyer’s Quantitative Risk Team to drive credit risk decisions. Bridge statistical theory and business impact by designing risk models, credit policies, and pricing strategies, while ensuring scientific rigor and clear communication of trade-offs to leadership. You’ll write production-grade code, mentor teammates, and influence portfolio profitability at scale.

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Wayflyer
Wayflyer
4 months ago

Senior Credit Risk Data Scientist

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Last checked: 21 hours agoStatus: Live

Job Summary

Lead and implement production-grade ML models within Wayflyer’s Quantitative Risk Team to drive credit risk decisions. Bridge statistical theory and business impact by designing risk models, credit policies, and pricing strategies, while ensuring scientific rigor and clear communication of trade-offs to leadership. You’ll write production-grade code, mentor teammates, and influence portfolio profitability at scale.
Location: London
Workplace: Hybrid
Employment Type: Full time
Job Function: Data Science & Machine Learning
Seniority: Sr. Manager level

Key Responsibilities

  • •Lead the end-to-end lifecycle of credit risk models, treating ML as a branch of software engineering to ensure outputs are fast, reproducible, and robust.
  • •Design and implement sophisticated modeling frameworks (e.g., decisioning, pricing or fraud methodologies) impacting company-wide P&L.
  • •Develop data-driven credit policies and lending strategies to safely expand the addressable market and maximize growth.
  • •Ensure statistical rigor by guarding against data leakage and bias and by validating model improvements statistically.
  • •Translate technical findings into clear business trade-offs for leadership and map model performance to revenue and loss metrics.

Pay and Benefits

Equity and Bonus:Equity
Perks:Paid LeaveHealth InsuranceLife InsurancePensionEquityRemote WorkParental Leave

Key Requirements

  • •4+ years in Data Science/ML with proven production-grade ML systems
  • •Advanced proficiency in Python and SQL, comfortable in a modern monorepo
  • •Experience with Snowflake, dbt, ZenML, Dagster, Weights & Biases, etc.
  • •Strong understanding of credit risk metrics (PD, EAD, LGD, EL) and risk-growth trade-offs
  • •Excellent communication skills and ability to persuade non-technical stakeholders
Experience:4+ yearsCredit riskMLData scienceProduction-grade ML
Skills:CommunicationLeadershipProblem-solvingPresentationStakeholder management
Tech Stack:PythonSQLSnowflakeDbtZenMLDagsterWeights & Biases

Company Brief

Wayflyer
Provides revenue-based financing and analytics for e-commerce and direct-to-consumer brands, offering capital, advertising spend, and data-driven insights to support growth without equity dilution.
Industry: Lending
Company Size: Large (251 to 1,000 employees)
Growth: Scaleup
Funding: Series C
Headquarters: Dublin, Ireland
Founded: 2018
WebsiteLinkedIn