Senior/Lead Data Scientist (Credit Risk)

About the Company

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 by creating an end-to-end ecosystem that connects consumers, riders, and local businesses nationwide.

Responsibilities

• Develop, implement, and maintain core credit risk models including application scorecards, behavioral models, and PD/LGD/EAD estimation frameworks
• Leverage transactional, behavioral, financial, and alternative unstructured data for feature engineering
• Own ECL measurement and monitoring to ensure models accurately reflect portfolio risk
• Design robust model evaluation, back-testing, and recalibration processes
• Quantify and manage trade-offs between disbursement growth, risk appetite, and profitability
• Design and analyze controlled experiments or policy tests to measure causal impact on risk
• Partner with business, product, engineering, accounting, and operations teams
• Support model governance, documentation, and audit requirements

Requirements

• 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
• Strong Python and SQL skills
• Good command of English and Thai