About Careertakes

👉 Important disclosure: Careertakes is a third-party recruiting platform supporting this hiring process. If selected, you will be employed directly by our client, IT System Data Services.

Applicants for this role may also receive access to additional matched opportunities through the Careertakes platform.

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About the Role

Confidential Client (via Careertakes) is seeking a hands-on Lead-level Data Scientist focused on financial and risk modeling. This role sits in a highly regulated domain and requires end-to-end ownership of quantitative model development, validation, implementation, and measurement of business impact. You will work with large financial, credit, payment, and behavioral datasets and present model results to senior leaders and external auditors.

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Key Responsibilities

• Build, evaluate, and validate quantitative models that support financial and risk decisions.
• Develop statistical and machine-learning models using Python, SQL, and gradient-boosting techniques.
• Work with large-scale financial, credit, payment, and behavioral datasets to derive actionable insights.
• Own complex data science projects from problem definition through implementation and monitoring.
• Develop and validate credit risk, loss, probability, behavioral, and comparable financial models.
• Evaluate model performance and identify opportunities for improvement and optimization.
• Translate model outputs into measurable financial impact (dollar impact, loss reduction, ROI).
• Partner with stakeholders to translate business problems into quantitative solutions and product requirements.
• Present technical methodology, findings, and recommendations to senior/executive stakeholders.
• Support external model audits and clearly defend model assumptions, methodology, validation, and results.
• Provide technical leadership, mentoring, and code review support to other Data Scientists.
• Identify and quantify high-value opportunities with significant potential financial impact.

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Required Qualifications

• 8+ years of experience in data science, quantitative modeling, or a closely related field.
• Significant experience in finance and risk modeling within a regulated industry.
• Advanced proficiency in Python and SQL.
• Strong statistical and mathematical foundation (probability, inference, regression, time series as relevant).
• Deep experience in quantitative modeling and data modeling for financial use cases.
• Expertise developing and evaluating gradient boosting models (e.g., XGBoost, LightGBM, CatBoost).
• Experience with credit risk, loss modeling, probability of default (PD) modeling, or comparable regulated models.
• Experience supporting external model audits and defending model design and validation.
• Proven ability to independently own modeling projects end-to-end and deliver measurable results.
• Strong verbal and written technical communication and executive presentation skills.
• Undergraduate degree in Mathematics, Statistics, Economics, Computer Science, Quantitative Engineering, or another strongly quantitative discipline.

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Preferred Qualifications

• Master’s degree in Data Science, Statistics, Mathematics, Economics, Computer Science, or another quantitative discipline.
• Prior credit risk, PD modeling, or scorecard development experience.
• Experience with payment behavior, credit attribute modeling, mortgage/home lending, credit card, banking, or credit bureau data.
• Demonstrated history quantifying large-scale financial opportunities from modeling work.
• Previous technical leadership, mentoring, or formal coaching experience.

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Skills & Competencies

• Financial risk modeling
• Quantitative and statistical modeling
• Model validation and defensibility
• Python (including numerical & ML libraries)
• SQL and large-scale data handling
• Gradient boosting and ensemble methods
• Model performance monitoring and evaluation
• Financial impact analysis and business translation
• Audit support and technical documentation
• Stakeholder collaboration and executive presentation
• Technical leadership and mentoring

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Education & Experience

• Education: Undergraduate degree in a strongly quantitative discipline required; Master’s preferred.
• Experience: 8+ years of relevant experience with significant financial and regulated risk modeling exposure.

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Work Arrangement & Schedule

• Location: Tempe, AZ (preferred). Candidates in Dallas, TX or Atlanta, GA may also be considered.
• Work model: Hybrid.
• Onsite requirement: Approximately 4 days onsite per week (Monday–Thursday).
• Role type: Lead-level individual contributor; technical leadership expected but no direct people management required.

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Compensation & Benefits

• Base salary: $140,000–$150,000 (USD).
• Bonus: ~10% (performance-based).
• Opportunity to own models from development through implementation with measurable business impact and direct exposure to senior/executive stakeholders.

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Compliance / Additional Information

• Work authorization: U.S. Citizens and Green Card holders only.
• This role operates in a highly regulated environment and requires experience supporting external model audits and defending methodology, assumptions, validation, and results.
• Confidential Client and Careertakes comply with applicable employment laws.

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Equal Opportunity & Hiring Transparency

Careertakes and our client are Equal Opportunity Employers committed to building a diverse and inclusive workforce. We prohibit discrimination or harassment of any kind. To support a fair and efficient hiring process, AI tools may be used to assist with application review or resume screening. These tools do not replace human decision-making. Final hiring decisions are made by people.

If you have questions about how your data is used, please contact us directly.