Director of Data Science (Credit Risk)

Role Overview

Director of Data Science (Credit Risk) at Mission Lane. You will lead a data science team and partner cross-functionally to innovate and improve machine learning models that support credit risk management.

Responsibilities

• Lead a data science team and drive cross-functional projects to improve machine learning models for credit risk.
• Design, develop, and deploy machine learning models to solve practical business problems.
• Partner with business and technical leaders to:
  • Develop new data sources
  • Improve modeling methodology
  • Apply models with sound risk management
• Create, deploy, and manage experiments and models in production systems.
• Provide clear vision, goals, coaching, education, and organization to help the team succeed.

Requirements

• Ability to grow team members by identifying strengths/weaknesses and providing training and opportunities.
• Strong software engineering fundamentals including:
  • Test-driven development, code review, refactoring
• Proficiency with the PyData stack (e.g., NumPy, pandas, scikit-learn).
• Deep understanding of data science with strong communication of how to apply the field to practical problems.
• Experience applying data science to credit risk management.
• Proven ability to create, deploy, and manage experiments and models in production.
• Ability to discuss core principles and challenges with practitioner-level depth.

Nice-to-Haves

• Interest in advancing credit underwriting using:
  • Causal inference
  • Neural networks
  • Creation of new data sources
• Experience in consumer lending or fintech

Location

• Full remote