Job description

Machine Learning Engineer

Join us, and turn data into powerful financial insights!

Kraków - based opportunity with hybrid work model (2 days/week in the office).

As a Machine Learning Engineer, you will be working for our client, a global financial institution focused on innovation in credit risk analytics. You will be contributing to a high-impact project aimed at enhancing predictive modeling capabilities for consumer and corporate lending portfolios. The client is investing in state-of-the-art techniques to assess risk, improve compliance, and streamline loan evaluation processes. You will collaborate with cross-functional teams to build, validate, and deploy robust models that drive data-informed decisions across the organization.

Your main responsibilities:

• Developing predictive models for credit scoring, loan deterioration, and time-to-default

• Performing data exploration and feature engineering using behavioral and transactional credit data

• Ensuring model performance, robustness, and interpretability using statistical and ML-based metrics

• Collaborating with Data Engineering teams to integrate models into production environments

• Supporting the documentation, audit, and validation processes for regulatory compliance

• Applying advanced ML techniques such as XGBoost, LightGBM, and survival models to risk problems

• Monitoring and retraining models to ensure long-term reliability and compliance

• Presenting findings and explaining model logic to risk, compliance, and audit stakeholders

You're ideal for this role if you have:

• 3+ years of experience in a Data Scientist or ML Engineer role in a regulated or financial environment

• Proven experience with credit risk modeling including logistic regression, scorecards, and survival models

• Strong coding skills in Python and experience with libraries such as scikit-learn, XGBoost, pandas, SHAP

• Proficiency in SQL for data extraction, transformation, and analysis

• Understanding of statistical concepts and model evaluation techniques

• Familiarity with credit lifecycle data including payments, delinquencies, and account activity

• Experience with model interpretability tools and practices

• Ability to work collaboratively with engineering and risk teams

• Strong communication skills with the ability to simplify complex model logic for non-technical stakeholders

• Experience working in environments that require model documentation and validation

It is a strong plus if you have:

• Familiarity with regulatory frameworks such as IFRS 9, ECL, or Basel III

• Hands-on experience with real-time or batch scoring pipeline integration

• Knowledge of Markov chains in the context of credit risk transitions

• Exposure to model monitoring and drift detection tools

We offer you:

ITDS Business Consultants is involved in many various, innovative and professional IT projects for international companies in the financial industry in Europe. We offer an environment for professional, ambitious, and driven people. The offer includes:

• Stable and long-term cooperation with very good conditions

• Enhance your skills and develop your expertise in the financial industry

• Work on the most strategic projects available in the market

• Define your career roadmap and develop yourself in the best and fastest possible way by delivering strategic projects for different clients of ITDS over several years

• Participate in Social Events, training, and work in an international environment

• Access to attractive Medical Package

• Access to Multisport Program

• Access to Pluralsight

• Flexible hours & remote work

Internal job number #7376