Lead the development, validation, and governance of the full suite of risk models for a high-growth payment product in Mexico, directly shaping the analytical foundation that drives every business decision across the product lifecycle.
- Own and execute the model roadmap covering origination scorecards, behavioral scorecards, delinquency propensity models, collections and recovery models, analytical fraud models, and reserve inputs (PD, LGD, EAD).
- Manage the full model lifecycle: development, validation, approval, implementation, ongoing monitoring, recalibration, and retirement.
- Develop the origination scorecard, including reject inference methodology, and lead feature engineering across external data sources, and partner transactional data.
- Build behavioral scorecards, payment propensity, contactability, and recovery models and produce PD, LGD, and EAD inputs for reserves calculation.
- Own model validation end-to-end: conducting conceptual soundness reviews, replicating results, performing stress testing and stability analysis, and issuing formal opinions with findings, severity classifications, and remediation timelines.
- Nice to have: AWS QuickSight
- Nice to have: Tableau
- Nice to have: R Shiny
- Nice to have: data pipelines
- Nice to have: leadership
Senior Data Scientist, AWS Analytics EngineeringNewAmazon · Vancouver, Canada