Job description

Credit Risk Modeller / Risk Data Scientist

📍 Location: Cracow, Poland – Hybrid model: 2 days in the office, 3 days remote 🕒 Employment Type: [Full-time / B2B]🏦 Industry: Financial Services / Risk / Machine Learning

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About the Role

Join a dynamic team responsible for developing advanced credit risk models that directly impact business decisions and financial security. This is a great opportunity to combine data science, predictive modelling, and real-world regulatory applications in a fast-paced environment.

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What You’ll Be Doing

• Building predictive models for credit scoring, credit deterioration, and time-to-default (e.g., logistic regression, scorecards, survival models, Markov chains).

• Performing data exploration and feature engineering based on behavioural and transactional credit data (payments, delinquencies, account activity).

• Ensuring model performance, robustness, and interpretability (PSI, SHAP, monitoring).

• Collaborating with data engineering teams to implement models into production (batch or real-time scoring).

• Participating in model documentation, audits, and validation processes.

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What We’re Looking For

• 3+ years of experience as a Machine Learning Engineer / Data Scientist in a financial or regulated environment.

• Strong understanding of traditional credit risk modelling techniques (logistic regression, scorecards, survival analysis, Markov chains).

• Hands-on experience with ML algorithms such as XGBoost, LightGBM, Random Forest, or tabular deep learning.

• Proficiency in Python (e.g., scikit-learn, xgboost, lifelines, SHAP, pandas) and SQL.

• Familiarity with credit risk regulatory frameworks (e.g., IFRS 9, Basel III, Expected Credit Loss).

• Strong communication skills and ability to explain technical concepts to non-technical stakeholders (e.g., Risk, Compliance, Audit).

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Why Join Us?

• Work on high-impact projects that shape risk decisions at scale.

• Collaborate with an international, cross-functional team of experts.

• Access modern tools, large datasets, and a supportive learning environment.

• Hybrid work model: enjoy flexibility with 2 days in the office and 3 days remote per week.

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Interested?

Send us your CV or LinkedIn profile. We’ll be happy to tell you more about the role and team!

To learn more about Antal, please visit www.antal.pl