ClarityPay
Director of Data Science
Atlanta · Director
Sponsorship not specifiedDetected 118 days ago
PythonSQLscikit-learnPandasData EngineeringData ScienceStatisticsLeadershipCommunicationCollaborationMentoringPublic SpeakingIFRSUnderwritingRisk Modeling
About the role
- You will work at the intersection of risk, pricing, and product - translating raw applicant, bureau, and behavioral data into production-grade models that directly influence approval rates, pricing tiers, and portfolio loss curves.
Responsibilities
- Own the full lifecycle of Probability of Default (PD) models for installment loan and BNPL originations - from feature engineering through champion/challenger deployment and ongoing monitoring
- Build and maintain LGD and EAD models to support expected loss calculations and pricing optimization
- Develop vintage-level loss curves and roll-rate frameworks to forecast portfolio performance across all product terms
- Design and execute A/B experiments to continuously improve model performance against AUC, KS, and Gini benchmarks
- Define and maintain decision scorecards and cutoff strategies across product tiers, balancing approval rate, risk appetite, and margin targets
- Partner with Pricing to ensure PD output feeds directly into IRR-based pricing frameworks - including Purchase Price and MDR optimization for our merchant network
- Build real-time model serving pipelines in collaboration with the Data Engineering team
- Drive policy rule development and scorecard governance in alignment with fair lending requirements (ECOA, FCRA)
- Lead model recalibration and rebuild cycles in response to portfolio drift, macro shifts, or product expansion
Requirements
- 10+ years of experience in quantitative modeling, with at least 3 years focused on consumer credit risk
- experience deploying models to production environments
- Comfort with the full data science lifecycle: hypothesis → feature engineering → model training → backtesting → monitoring
- Strong communication skills: ability to translate model outputs into business decisions for non-technical stakeholders
Nice to have
- Experience with installment loan, personal loan, or BNPL products strongly preferred
- point-of-sale or retail credit a plus
Skills
- MS or PhD in Statistics, Mathematics, Economics, Computer Science, or related quantitative field (or equivalent experience)
- Experience at a fintech lender, BNPL company, or marketplace lender
- Familiarity with CECL / IFRS 9 expected loss frameworks
- Experience presenting model frameworks to institutional investors or during ABS securitization diligence
- Exposure to fair lending testing (disparate impact analysis, adverse action analysis)
- Prior people management experience or demonstrated mentorship of junior data scientists
- ability to translate model outputs into business decisions for non-technical stakeholders
- ClarityPay is an Equal Opportunity Employer.
- Produce model documentation and validation artifacts that meet institutional investor and warehouse lender standards
- Interface with external model validators and auditors as the company scales its capital markets program
- Hire, mentor, and grow a team of data scientists, setting standards for modeling rigor and code quality
Company info
- At ClarityPay, we're redefining the point-of-sale credit market to bring more value to merchants. Based in NYC and Atlanta, our fast-growing fintech empowers large merchants with configurable "Pay-Over-Time" tools- including monthly installments, BNPL, and revolving products. We solve complex credit challenges with speed, precision, and intelligence-combining deep expertise with advanced tech to deliver better outcomes, every time.
- Our clients rely on us to help them serve their customers, grow, and build loyalty. Our values guide everything we do: we put merchants first, stay data-driven, always know the why, learn relentlessly, and win together as a team. This clarity of purpose fuels our commitment to delivering exceptional customer experiences at speed and scale.
- At ClarityPay, we're redefining the point-of-sale credit market to bring more value to merchants.
- Based in NYC and Atlanta, our fast-growing fintech empowers large merchants with configurable "Pay-Over-Time" tools- including monthly installments, BNPL, and revolving products.
- We solve complex credit challenges with speed, precision, and intelligence-combining deep expertise with advanced tech to deliver better outcomes, every time.
- Our clients rely on us to help them serve their customers, grow, and build loyalty.
- Our values guide everything we do: we put merchants first, stay data-driven, always know the why, learn relentlessly, and win together as a team.
- This clarity of purpose fuels our commitment to delivering exceptional customer experiences at speed and scale.
- we put merchants first, stay data-driven, always know the why, learn relentlessly, and win together as a team.
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This listing is sourced directly from ClarityPay's careers page and normalized into a canonical job model.