Sr Data Scientist

PayPal is seeking a Senior Data Scientist to join the Global Credit Intelligence Team in Chennai, India. This role involves developing and enhancing CECL and IFRS9-compliant loss forecasting models using advanced machine learning and statistical techniques. Your work will directly impact PayPal's credit risk management and loss reserves, influencing credit strategies that protect customers and the business. You will collaborate with experts in data science, finance, strategy, and risk, and partner with teams like SLOD Model Risk Management, finance, and external regulators to ensure model robustness and compliance.

Responsibilities include extracting, preparing, and validating large datasets using SQL and Python; building, enhancing, and documenting CECL/IFRS9 loss prediction models leveraging PD/EAD/LGD frameworks and vintage loss rate methodologies; conducting rigorous model performance testing, stress testing, and scenario analysis; and collaborating cross-functionally to align model outputs with business needs. You will also communicate analytic insights to senior leadership and provide support for regulatory exams and audits.

Required qualifications include an advanced degree in a quantitative discipline, deep expertise in statistical modeling, machine learning, or econometrics applied to credit risk, and knowledge of CECL and IFRS9 regulatory requirements. Strong technical skills with SQL, Python, or R, and experience with cloud platforms like GCP are highly desirable. Candidates should have 5+ years of experience developing consumer or small business credit risk models, preferably within a CECL/IFRS9 framework. Excellent communication, collaboration, and business judgment skills are essential.

PayPal offers a balanced hybrid work model, comprehensive benefits including financial, physical, and mental health support, flexible work environment, employee share options, and health/life insurance.