Staff Data Scientist – Credit at Yoco

About the role

• We're looking for a Staff Data Scientist with deep credit risk modeling expertise to own the technical foundation of our merchant lending decisions. This is a hands-on, senior individual contributor role where you'll build, deploy, and continuously refine the credit models, scorecards, and decisioning systems that determine which merchants receive capital offers, and on what terms.
• You'll be driving critical work that establishes Yoco's long-term credit risk capability, working at the intersection of credit analytics, machine learning, and production systems. This isn't about building models once, it's about obsessing over performance, adapting to shifting merchant demographics, and continuously improving how we assess and manage credit risk at scale.
• The ideal candidate brings substantial experience modeling credit risk in fintech or banking environments, particularly on non-traditional lending products. You're comfortable with the entire model lifecycle, from feature engineering through deployment and monitoring and you understand the nuances that make SME credit unique.

What you will be doing

• Build and iterate PD, LGD, and EAD models, credit scorecards, provisioning and pricing models for SME merchant lending, including sophisticated feature engineering from transactional and behavioral data
• Develop and maintain automated, scalable data pipelines that support tens of thousands of credit decisions with high uptime and low latency
• Monitor portfolio health, forecast losses, and support collections modeling to inform provisioning and capital allocation strategies
• Establish model governance standards including documentation, monitoring, explainability, and regulatory readiness
• Explore and integrate new data sources (alternative data, transactional patterns, merchant behavior, external credit bureau data) to continuously improve predictive power
• Work closely with Risk, Product, Engineering, Finance, and Portfolio teams to translate model outputs into business decisions that balance growth and responsible lending
• Own end-to-end model lifecycle management, from experimentation through production deployment (including validation), performance tracking, and continuous refinement
• Feed insights from portfolio performance back into model improvements, creating a continuous learning loop
• Build the technical foundation for credit decisioning that will scale with Yoco's growth over multiple years

About you

Essential experience:

• 6+ years of hands-on experience in credit risk modeling, ideally in fintech, digital lending, or banking environments. 10+ years of experience in Data Science and Analytics generally.
• Proven track record building and deploying PD, LGD, or EAD models in production environments
• Deep understanding of credit risk concepts specific to modeling for lending products, particularly non-traditional or SME lending (e.g., merchant cash advances, revenue-based financing, or similar)
• Strong technical skills: advanced SQL for data wrangling, Python for modeling, experience with ML frameworks
• Experience with the full model lifecycle: from data exploration and feature engineering through deployment, monitoring, and iteration
• Track record of independent work with high ownership, you can take a problem, architect a solution, and deliver results with minimal guidance