Senior Data Scientist (Credit Risk)

Allegro Pay is Central Europe’s largest and fastest-growing FinTech – the only place where financial solutions can be created at such a large scale, using state-of-the-art technology. We work on purchase financing and payment methods used daily by customers of Allegro, the most popular shopping platform in Poland and one of the largest e-commerce companies in Europe. We seek talented people who want to create powerful and robust solutions supporting a product with over a dozen million active users.

As a Senior Data Scientist, you will build and maintain models responsible for credit risk assessment of potential and current Allegro Pay customers. In your everyday work, you will encounter interesting business problems, big data sets and diverse models operating in production. More precisely, you will:

• define business goals in cooperation with a team of credit risk experts and translate them to machine learning problems,
• analyse and process big data sets,
• work with diverse types of data: tabular, time series, graphs,
• make the most of our models and ensure their compliance with the aid of tools like calibration, XAI, fairness monitoring,
• develop multiple in-house tools responsible for model training, diagnostics and monitoring,
• train models with high business impact and monitor their operation in production,
• employ cutting-edge data science techniques (recurrent NNs, conformal prediction, graph analytics).

Technologies you’ll encounter on the job are (among others): Python, PyTorch, Snowflake, Airflow, Tableau, MLFlow, Azure, Kedro.

Why is it worth working with us, and what sets us apart?

• We are an experienced team that is not afraid of hard problems and is constantly looking for development opportunities. We deploy our models at a large scale
• You will use some of the most interesting datasets on the market that are just waiting for you to get even more business value out of them
• You will combine multiple data sources, domain knowledge, and advanced ML techniques to deliver high-quality models
• Our employees regularly attend conferences in Poland and abroad (Europe & US), and each team has its own budget for training and study aids. We organise internal seminars and part of the work time can be dedicated to research & self-development. If you want to keep growing and share your knowledge, we’ve got you covered

We offer:

• High impact and opportunity to design the ML backbone of newly launched financial products
• Multidisciplinary nature of work at the intersection of business and technology, development opportunities both in the area of ​​credit risk, and data and machine learning engineering
• Possibility to implement ML solutions which are unique on the market
• Support of experienced Data Scientists and Engineers - there is always someone to exchange ideas with because we have the best specialists and experts in their field on board
• A hybrid work model that you will agree on with your leader and the team. Our office is located in one of the most vibrant and desirable locations in Warsaw - Fabryka Norblina. We enjoy numerous lunch spots, fully equipped kitchens, bicycle parking facilities and excellent working tools (height-adjustable desks, interactive conference rooms)
• A wide selection of fringe benefits in a cafeteria plan – you choose what you like (e.g. medical, sports or lunch packages, insurance, purchase vouchers)
• Annual bonus of up to 10% of the gross annual salary (depending on your end-year assessment and the company's results)
• Fully sponsored English classes, related to the specific nature of your job

Our offer is addressed to people who:

• Graduated with a degree in Mathematics, Economics, Computer Science or a similar major
• Have at least 4 years of experience in data science, of which at least 1 in financial services
• Can translate business challenges into ML problems and tackle them using novel approaches
• Are excellent communicators, able to convey technical information to semi and non-technical audiences
• Have an advanced knowledge of SQL
• Fluently program in Python and use development tools with ease
• Know scikit-learn and PyTorch / TensorFlow
• Understand statistical and machine learning methods, especially algorithms based on decision trees and neural networks

Nice-to-have:

• Experience in credit risk
• Representation learning
• Graph analytics
• Experience with any modern OOP language (C#, java, etc.)

Submit your CV and join Allegro Pay!