Senior Data Scientist [Credit Risk - Dubai]

About the Opportunity:We’re partnering with an innovative early-stage fintech. As the business continues to scale, they’re looking for a Senior Data Scientist to lead the development of credit risk models that will power real-world lending decisions. This is a hands-on, individual contributor role with significant ownership and the opportunity to shape the company’s risk modelling capability from the ground up.What You’ll Be DoingDevelop and own end-to-end credit risk models, including Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD), and Expected Credit Loss (ECL).Design, train, validate, and deploy production-grade machine learning and statistical models.Build robust credit scorecards using techniques such as WOE/IV, calibration, monotonic binning, and reason codes.Engineer high-quality features from lending, transactional, bureau, and financial data.Monitor model performance, stability, and drift while continuously improving predictive accuracy.Work closely with engineering and product teams to integrate models into production systems.Produce model documentation and validation artefacts suitable for internal governance and regulatory review.What We’re Looking For6+ years of experience building & deploying credit risk models within a fintech, digital bank, or regulated lender.Strong understanding of PD, LGD, EAD, IFRS 9, Basel, and Expected Credit Loss (ECL) methodologies.Proven experience developing credit scorecards and model validation techniques.Strong Python skills with experience using libraries such as pandas, scikit-learn, XGBoost, LightGBM, or CatBoost.Experience working with large, complex financial datasets and applying rigorous feature engineering and validation techniques.Ability to communicate complex modelling concepts to both technical and non-technical stakeholders.Nice to HaveExperience with MLOps, model monitoring, or model governance.Exposure to explainable AI techniques such as SHAP.Experience within SME, commercial, or retail lending.Familiarity with Azure or other cloud platforms.Experience working in the GCC or broader MENA financial services market.