The mission:

The Senior Credit Risk Data Scientist at Baubap is responsible for designing, implementing, and improving predictive models that directly impact our credit decisions and portfolio performance. This role will play a critical part in generating accurate forecasts, building data-driven methodologies, and continuously iterating based on real-world learning—always grounded in a deep understanding of the business context.

The expected outcome:

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- Develop, deploy, and maintain machine learning models that improve the accuracy of forecasts across key business levers such as approval rate, disbursement rate, loss rate, and average loan amount.
- Deliver short-, mid-, and long-term forecasts for key portfolio and business indicators to guide strategic decision-making.
- Continuously improve models and data pipelines based on new insights, feedback loops, and shifts in portfolio dynamics.
- Build methodologies that reflect a clear understanding of the business and customer behavior—combining data science best practices with practical, real-world constraints.





The day to day tasks

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- Model development & deployment: Design and implement predictive models (classification, regression, time series, etc.) to forecast credit risk metrics and optimize decision-making.
- Model iteration & lifecycle management: Regularly retrain and improve models based on recent performance, business evolution, and new data availability.
- Forecasting: Build robust models to predict portfolio KPIs over different time horizons (daily/weekly/monthly), including loss rate, disbursed amount, average ticket size, and approval rate.
- Experimentation: Collaborate with cross-functional teams to design and evaluate A/B tests or quasi-experiments that inform modeling improvements.
- Feature engineering: Create high-quality, interpretable features from raw transactional and behavioral data.
- Data exploration & root-cause analysis: Use statistical techniques to detect anomalies, understand shi

📌 Senior Credit Risk Data Scientist (Santiago de Querétaro)
🏢 Baubap
📍 Santiago de Querétaro