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Open nowPosted 38 hours ago

Senior/Lead Data Scientist (Credit Risk)

wongnai-media-co-ltd74 open roles

Where
Bangkok, Thailand
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Your applicationOpen nowSenior/Lead Data Scientist (Credit Risk)wongnai-media-co-ltd · Bangkok, Thailand
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This job: posted 38 hours ago

The posting

Why LINE MAN Wongnai

LINE MAN Wongnai is one of Thailand's fastest-growing technology companies, operating three core business groups: On-demand Services under the LINE MAN brand, the leader in food delivery, mart delivery, messenger, transportation, and telepharmacy; Merchant Digital Solutions under the Wongnai brand, the leading provider of POS and digital solutions for merchant management, beauty, and wellness clinics; and Pay & Financial Services under the LINE Pay brand, an integrated online and offline payment platform.

As a data and AI-driven company, our mission is to Digitalize Everyday Life Services, guided by our core values: Innovate Faster, Go Deeper, and Respect Everyone. Together, we power a digital ecosystem that serves 10 million users, 520,000 active online and offline merchants, and over 290,000 active riders and drivers nationwide.

Join us, and you'll work alongside talented, driven people who take real ownership from day one. Here, your work won't just move a project forward, it'll shape how millions of people live every day.

We are looking for an experienced Data Scientist to lead the science behind our Financial Products & Services operations. This role focuses on building and scaling data-driven risk systems that balance growth and profitability. Success in this role requires strong credit risk and modeling expertise, sound risk judgment, and excellent communication skills to align technical recommendations with business, product, and risk stakeholders.

What you’ll Do:

  • Credit Risk Modeling & MeasurementDevelop, implement, and maintain core credit risk models, including application scorecards, behavioral models, and PD / LGD / EAD estimation frameworks. Leverage diverse data sources—transactional, behavioral, financial, sequential and alternative unstructured data—for feature engineering and model innovation. Own ECL measurement and monitoring, ensuring models accurately reflect portfolio risk across products, cohorts, and vintages. Design robust model evaluation, back-testing, and recalibration processes to maintain performance under changing borrower behavior and market conditions. Quantify and manage trade-offs between disbursement growth, risk appetite, and profitability.
  • ExperimentationDesign and analyze controlled experiments or policy tests (e.g., limit changes, approval threshold adjustments) to measure causal impact on risk and profitability. Ensure changes to credit policies are supported by rigorous evidence and clearly understood risk implications.
  • Cross-Functional CollaborationPartner closely with the business team, product, engineering, accounting and operations to align modeling outputs with operational constraints and business objectives. Support model governance, documentation, and audit requirements, including alignment with internal risk frameworks and regulatory expectations

What you’ll Need:

  • Bachelor Degree in Computer Science, Statistics, Quantitative Finance, Economics, or related fields
  • 5+ years of experience in data science, credit risk, or quantitative modeling; experience in BNPL, consumer lending, or fintech is strongly preferred.
  • Strong understanding of PD, ECL, and portfolio risk concepts, with the ability to visualize and translate them into practical business decisions.
  • Strong Python and SQL skills.
  • Great communication skills, organization skills, multitasking and teamwork.
  • Good command of English and Thai
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