Data Scientist, Credit Risk

About KOHO

We’re on a mission to make financial services better for every Canadian. That means no hidden fees, no predatory interest rates - just financial products designed to help our users spend smart, save more, and build real wealth. We’re a performance organization with a strong heart: we care deeply about outcomes, and everything ties back to our mission - to financially empower a generation of Canadians.

At KOHO, we’re not your average 9-5. We believe real impact comes from people who are trusted, empowered, and supported to do their best work - without sacrificing their lives to do it. We prioritize work-life integration, not just work-life balance. That means asynchronous collaboration, flexible hours, and a remote-first setup built around autonomy and high trust.

KOHO is entering its next chapter - leaner, smarter, more AI-integrated. We’re building for impact, not bureaucracy. If you thrive in environments that value clarity, ownership, and bold thinking, you’ll fit right in.

About the Role

We're building a world-class financial product and we need someone to help take our data operations to the next level. Our team is growing fast, and we’re looking for a Predictive Modeller to join us. You understand the data-driven decision making needs of a high-growth organization and are focused on concrete outcomes and KPIs. You look for the highest leverage solution to the most important problems, through either pragmatic analysis, a predictive model, or unsupervised learning methods.

What you'll do

• Design and develop statistical and machine learning models for credit risk parameters (PD, EAD, LGD) across lending products including credit card, line of credit, overdraft, BNPL, etc.

• Execute full model development lifecycle from data exploration and feature engineering through validation and deployment

• Implement advanced modelling techniques including regression, classification, ensemble methods, and deep learning algorithms

• Conduct model performance monitoring, champion-challenger testing, and regulatory compliance validation

• Collaborate with Risk Management, Credit, and Product teams to translate business requirements into technical specifications

• Create automated dashboards, reports, and ad-hoc analyses to support strategic business decision-making

• Document model methodology, results, and insights

• Lead model refresh initiatives and back-testing procedures to maintain predictive accuracy and performance

Who you are:

• 5+ years of experience in predictive modelling with demonstrated collaboration across data science, engineering, and product teams

• Proven experience developing credit risk models (PD, EAD, LGD) for consumer lending products including credit card, line of credit, overdraft, BNPL, etc.

• Expert proficiency in Python and SQL with hands-on experience in feature engineering, model development, validation, and performance analysis

• Strong knowledge of statistical modelling techniques, machine learning algorithms, and model deployment in production environments

• Experience with MLOps platforms (Sagemaker)

• Track record of measuring and optimizing business outcomes of machine learning models in live production systems

• Excellent written and verbal communication skills with ability to present complex technical concepts to non-technical stakeholders

• Experience with regulatory frameworks and model risk management practices in financial services

• Bachelor's or Master's degree in Statistics, Mathematics, Economics, Computer Science, or related quantitative field

• Passion for applying data science to improve financial products and enhance customer financial outcomes