Senior/Lead Data Scientist (Credit Risk)

We are looking for an experienced Data Scientist to lead the science behind our Financial Products & Services operations. This role focuses on building and scaling data-driven risk systems that balance growth and profitability. Success in this role requires strong credit risk and modeling expertise, sound risk judgment, and excellent communication skills to align technical recommendations with business, product, and risk stakeholders.

What you’ll Do:

• Credit Risk Modeling & Measurement
• Develop, implement, and maintain core credit risk models, including application scorecards, behavioral models, and PD / LGD / EAD estimation frameworks.
• Leverage diverse data sources-transactional, behavioral, financial, sequential and alternative unstructured data-for feature engineering and model innovation.
• Own ECL measurement and monitoring, ensuring models accurately reflect portfolio risk across products, cohorts, and vintages.
• Design robust model evaluation, back-testing, and recalibration processes to maintain performance under changing borrower behavior and market conditions.
• Quantify and manage trade-offs between disbursement growth, risk appetite, and profitability.
• Experimentation
• Design and analyze controlled experiments or policy tests (e.g., limit changes, approval threshold adjustments) to measure causal impact on risk and profitability.
• Ensure changes to credit policies are supported by rigorous evidence and clearly understood risk implications.
• Cross-Functional Collaboration
• Partner closely with the business team, product, engineering, accounting and operations to align modeling outputs with operational constraints and business objectives.
• Support model governance, documentation, and audit requirements, including alignment with internal risk frameworks and regulatory expectations

• Bachelor Degree in Computer Science, Statistics, Quantitative Finance, Economics, or related fields
• 5+ years of experience in data science, credit risk, or quantitative modeling; experience in BNPL, consumer lending, or fintech is strongly preferred.
• Strong understanding of PD, ECL, and portfolio risk concepts, with the ability to visualize and translate them into practical business decisions.
• Strong Python and SQL skills.
• Great communication skills, organization skills, multitasking and teamwork.
• G ood command of English and Thai

LINE MAN Wongnai is Thailand’s Leading On-Demand Delivery and Lifestyle e-Commerce platform services. We build technology to help Thai people live better. We empower all local businesses by creating an end-to-end ecosystem through our channel LINE MAN and Wongnai to connect and improve the daily life of consumers, riders, and local businesses nationwide. And because we are local, we provide the deepest variety and services that are tailor-made for Thai people.