Senior Credit Risk Expert (Consumer Lending)

About Snappi

At Snappi, we're building a neobank from the ground up. Our mission is to empower financial freedom through technology, offering innovative and transparent digital banking solutions.

Join us in reshaping the financial landscape!

About the Role

We are seeking a Senior Expert to lead the design, development, and deployment of Snappi’s credit underwriting model for consumer finance, based on cash flow based principles. This role blends data science with practical credit strategy to deliver real-time decisioning that supports profitable and responsible growth.

Working closely with our Chief Risk Officer, you will develop end-to-end scoring models, calibrate cut-offs, and ensure our model suite meets regulatory, operational, and customer-centric objectives.

What you'll be doing

·        Build and calibrate statistical or ML-based models (e.g., PD scorecards) for consumer finance underwriting

·        Integrate multiple data sources — including bureau, transactional, open banking, and alternative data — to optimize approval decisions and pricing

·        Implement income and affordability assessments that support instant, digital credit decisions

·        Monitor model performance (KS, Gini, ROC, fairness) and recalibrate regularly

·        Ensure models meet compliance and audit standards (e.g., EBA, Basel, GDPR, IFRS 9)

·        Work cross-functionally to integrate models into Snappi’s decisioning infrastructure (APIs or platforms)

·        Maintain clear documentation and support governance reviews

What we are looking for

·        Master’s or PhD in a quantitative discipline (e.g., Statistics, Economics, Mathematics, Computer Science)

·        5+ years experience in credit risk modeling for consumer lending (personal loans, credit cards, BNPL, etc.)

·        Proven delivery of production-ready credit models in regulated environments

·        Strong command of Python, SQL, and/or R for modeling and data engineering

·        Familiarity with model explainability and fairness (e.g., SHAP, XAI frameworks)

·        Deep understanding of retail lending data sources and risk metrics

·        Experience working with credit bureaus and open banking data

Nice to Have

·        Background in early-stage fintech, neobank, or digital lending startup

·        Familiarity with Southern European credit markets (e.g., Greece, Spain, Italy)

·        Experience integrating with third-party decisioning platforms

·        Knowledge of model validation frameworks or no-code model development tools

Key KPIs You'll Influence

·        Time to Market

·        Model development and deployment timelines

·        Model predictive accuracy and fairness

·        Compliance and audit readiness

 Why Join Snappi? 

Snappi is redefining banking in Greece, empowering financial freedom through innovation.

• Shape the future of fintech by leading our data protection framework

• Work with top-tier talent in a fast-paced, dynamic environment
• Grow with us through continuous learning and development
• Enjoy competitive compensation and a culture that values impact

We are results-driven, innovative, and built on trust -with our customers, team, and society.

At Snappi, your ideas will shape the future of banking.

Benefits we offer

At Snappi, we invest in your well-being, growth, and work-life balance with a benefits package designed to support both your personal and professional journey:

• Competitive salary
• Hybrid work flexibility
• 37-hour work week
• Medical & Life insurance coverage
• Extra paid time off
• Additional school monitoring days
• Employer-sponsored pension plan
• Savings plan for your children
• Daycare allowance to help cover preschool costs
• Exclusive perks with special rates on banking products
• Ongoing learning & career development opportunities
• Team activities & events to foster bonding, well-being, and a strong company culture

We celebrate diversity and are proud to be an equal opportunity employer. We embrace individuals from all backgrounds and do not discriminate based on race, religion, color, national origin, gender, sexual orientation, age, marital status, or disability status.