Lead Credit Risk Data Scientist - Production ML for Lending

About Prodigy Finance

Prodigy Finance provides collateral-free education loans to international master's students pursuing degrees at top-tier universities worldwide. With a focus on creating equal access to life-changing education, we believe talent and potential are evenly distributed globally, while opportunities often are not. Our mission is to bridge this gap, especially for individuals in emerging markets, where financial constraints may hinder access to top-quality education. Prodigy Finance empowers the next generation of global leaders to follow their academic and professional aspirations.

Role Description

As a Senior Data Scientist within the Credit Risk team, you will design, develop, and implement models that drive lending decisions and portfolio risk management. You will work across the full modelling lifecycle — from problem definition and data exploration to model development, validation, and deployment within a modern cloud environment. The role combines deep credit risk expertise with hands-on data science and engineering, with a focus on building robust, production-ready models.

You will play a key role in shaping how we assess risk, forecast portfolio performance, and optimise credit strategies across our global lending platform.

Responsibilities

• Develop and maintain credit risk models, including PD, LGD, and EAD
• Build and enhance cash flow and portfolio forecasting models
• Design and implement predictive models using Python and machine learning techniques
• Work with large, complex datasets to perform feature engineering and model optimisation
• Collaborate with data and engineering teams to deploy models in AWS (e.g., SageMaker)
• Support model monitoring, validation, and governance processes
• Analyse portfolio trends and provide insights to improve credit strategy and underwriting decisions
• Contribute to IFRS 9-style forecasting and risk reporting frameworks
• Communicate technical concepts and model outputs clearly to stakeholders
• Explore and understand internal and external data to gain valuable insights and to enrich our analysis and machine learning pipelines

Ideal Candidate Profile

• Passionate about Data Science
• Analytical thinking capability; be logical, systematic, strategic and pragmatic
• Strong foundation in credit risk modelling (PD, LGD, EAD)
• Ability to translate business problems into practical, data-driven solutions
• Strong attention to detail, both quantitative and qualitative, can organize large amounts of data from disparate sources
• Mindfulness; be considerate of the implications of your work, really care about what you are doing and the impact of your contribution
• Advanced Python-based modelling and data analysis
• Building models that are not just theoretically sound, but deployable and scalable in production
• Working across both statistical modelling and machine learning approaches
• Developing forecasting and cash flow models for lending portfolios
• Navigating and working within cloud-based environments (AWS)
• Communicating insights clearly to both technical and non-technical stakeholders
• Operating independently and taking ownership of end-to-end modelling problems

Qualifications and Experience

• Bachelor’s, Honour’s or Master’s degree in a quantitative field (e.g., Mathematics, Statistics, Actuarial Science, Engineering, Economics, or similar)
• 5+ years of experience in credit risk, data science, or quantitative modelling roles
• Strong programming experience in Python (e.g., pandas, numpy, scikit-learn)
• Solid experience with SAS/SQL and working with large datasets
• Experience working with AWS-based tools, particularly SageMaker (or similar cloud platforms)
• Familiarity with version control tools (e.g., GitHub)
• Experience with portfolio forecasting, cash flow modelling, or IFRS 9 frameworks is advantageous
• Experience implementing models in a production environment (particularly SageMaker)
• Background in fintech, lending, or financial services preferred

Why Join Prodigy Finance?

• Be a part of a pioneering global growth company.
• Experience the excitement and learn from being part of an incredibly fast-growing young company.
• Be pivotal in scaling the business by identifying smart solutions and partnering with tech at the heart of it.
• Enjoy the agility and flexibility offered by a startup culture. A sociable, relaxed and friendly work environment.
• We will help you make your mark. Make a real impact on the business and experience a steep learning curve with huge opportunities to grow and develop.
• Gain an inside perspective on the functioning of a venture-backed Fintech startup, backed by top VCs, learn day-to-day management and build functional expertise.
• Build a platform that helps to make a very real difference in the world.

Our Purpose, Values, and Behaviours

Our Purpose:

• To provide equal access to life-changing education globally

Our Values:

• We are doing something big here: We are doing something life-changing in the world. Something that changes the status quo.
• Bigger than us: Our work here is bigger than us as individuals and our own egos. It’s about doing the best work of our lives in service of the greater good.
• Grow bravely together: We have a relentless desire to continuously improve and work together to evolve our business and ourselves. We are open to the new and always stay curious.
• Keep pushing forward: What we are doing is not always easy. We embrace the challenge. We never give up at the first hurdle. We always keep moving forward.

Our Behaviours:

• Judgement: Applying sound judgement to solve problems and prioritise opportunities leads to the best outcomes. We identify key issues, compare data, and choose effective solutions based on facts, constraints, and consequences. We focus on fewer, high-impact actions.
• Accountability: At Prodigy, accountability is personal. We take responsibility for our actions, decisions, and outcomes—both positive and negative. We own mistakes, refocus when needed, and hold ourselves and others accountable for achieving goals.
• Collaboration: We work effectively across teams, fostering learning and cooperation to achieve exceptional results. We listen actively, maintain strong relationships, and align personal contributions with team goals. Collaboration does not mean consensus-building.
• Leadership: Leadership exists at all levels. We influence our thoughts and behaviours to achieve both personal and company goals. We take collective responsibility, act as role models, and embody Prodigy’s values.
• Biased to Focus Action: We prioritise doing the right things with urgency and decisiveness. Data and customer focus guide our actions. We embrace uncertainty, accelerate decision-making, and drive execution, learning, and momentum.
• Communication: Clear, effective communication is key. We proactively share relevant information, focus on desired outcomes, and use data to support our message. We articulate ideas well and listen actively.
• Continuous Improvement: We believe in constant progress. Every employee seeks ways to improve themselves, our product, and our processes. We favour rapid, incremental improvements over perfect design.
• Learning and Experimentation: Openness, curiosity, and a learning mindset drive success. Experimentation fuels discovery, helping us learn, adapt, and prepare for future challenges.

Join Prodigy Finance and play a pivotal role in achieving our mission of providing equal access to life-changing education globally.