Senior Data Scientist - Credit Risk Models

About the role

Shift builds the credit risk model platform behind every lending decision, aiming for an always-on, confidence-rated view of risk fed directly to its Credit Decision Engine. The team has strong statistical and research capability and needs a data scientist with engineering rigour to move models from prototype to production and make them scale. The role is based in North Sydney with a hybrid work policy.

Key responsibilities

• Build and deploy machine learning models that predict credit risk (PD, LGD, EAD and expected loss), including how different types of security affect loss exposure.
• Turn the prototype model deployment layer into something scalable, versioned, monitored and reliable enough for automated decisions.
• Ensure every model is trustworthy in production through monitoring, data validation and documentation.
• Introduce new data sources, including customer insights from the AI-powered Customer Knowledge Engine.
• Lead projects from start to finish, share knowledge and raise the team's engineering standards.
• Work with Credit, Product, Risk and Technology to define what models must deliver and explain results in plain language.

Required profile

• 5+ years building predictive models in a business setting, with a track record of getting them into production and keeping them there.
• Solid statistical foundation, including how to measure model confidence in its predictions.
• Ability to explain complex work simply to senior stakeholders.
• Curiosity about using AI to work smarter and a habit of fixing problems properly rather than patching them.
• Credit risk, lending or financial services experience is a plus but not essential.

Required skills

• Strong Python and SQL, with version control, CI/CD, testing and code review.
• Hands-on experience building model services or APIs, including serving, versioning and monitoring.
• Databricks or another distributed computing environment.

What we offer

• Hybrid working with state-based workplaces.
• Up to 26 weeks of paid parental leave.
• Strategy Week twice a year and fortnightly all-company business updates.
• A flat structure where everyone learns from each other.
• Wellbeing benefits covering physical, psychological and financial wellbeing.