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About the Role
Shape Klarna's next-generation consumer-level credit scoring and portfolio valuation models. Design and maintain real-time PD models using statistical and ML approaches, integrating them into frameworks for underwriting and economic return optimization. Develop calibration frameworks, ensure compliance with regulatory and fairness standards, and explore novel methodologies like LLMs for explainability and feature engineering. Collaborate with cross-functional teams to translate modeling insights into strategic credit policies and business value, while mentoring junior team members and contributing to Klarna's long-term modeling vision.
Responsibilities
- Design and maintain real-time PD models using statistical and ML approaches.
- Integrate models into frameworks for underwriting and economic return optimization.
- Develop calibration frameworks.
- Ensure compliance with regulatory and fairness standards.
- Explore novel methodologies, including LLMs for explainability and feature engineering.
- Collaborate with cross-functional teams to translate modeling insights into strategic credit policies and business value.
- Mentor junior team members.
- Contribute to Klarna's long-term modeling vision.
Requirements
- 5+ years' experience in credit risk modeling for consumer lending, credit cards, or BNPL.
- Deep proficiency in PD model development and validation.
- Strong knowledge of calibration techniques.
- Advanced Python and SQL skills.
- Familiarity with explainability frameworks such as SHAP, LIME, PDP.
- Ability to communicate technical concepts clearly and influence cross-functional decisions.
- Familiarity with real-time modeling and current trends in ML and credit analytics.
- Hands-on experience using LLMs to extract features from unstructured data (e.g., customer communications, credit applications).
- Knowledge of integrating third-party credit bureau data into production models.
- Understanding of champion/challenger model frameworks and A/B testing infrastructure.
- Exposure to loan-level economic modeling, including cost-of-capital and loss metrics.
Skills
- Python
- SQL
- XGBoost
- scikit-learn
- pandas
- MLFlow
- SHAP
- LIME
- PDP
- LLMs
- Credit risk modeling
- PD model development
- Calibration techniques
- Explainability frameworks
- Real-time modeling
- ML
- Credit analytics
Experience Level
- 5+ years
About the Company
- At Klarna, our credit risk models sit at the heart of how we underwrite and price risk for millions of consumers globally.