Director, Data Science – Credit Risk & AI

The Director, Data Science – Credit Risk & AI leads the Credit Strategy data science function and is responsible for advancing the organization’s capabilities across underwriting, credit risk modeling, loss forecasting, fraud and risk analytics, model governance, and AI-enabled analytical innovation. This leader owns the data science and model development roadmap, leads and develops data science talent, and partners closely with Credit Strategy, Risk, Compliance, IT, Data Engineering, Operations, and external data providers. The Director ensures models and analytical solutions are scalable, production-ready, well governed, and aligned with the organization’s risk appetite and profitable growth objectives. Essential Functions Own and execute the credit risk data science roadmap across underwriting, default and delinquency risk, fraud, profitability, portfolio performance, and loss forecasting. Lead and prioritize model development initiatives throughout the full model lifecycle, including design, development, validation, deployment, monitoring, and ongoing performance management. Lead, coach, and develop data science talent by establishing technical standards, reviewing analytical approaches, providing mentorship, and ensuring consistent, high-quality execution. Establish and maintain model development standards, documentation requirements, governance routines, and monitoring frameworks for credit decisioning and risk models. Partner with Credit Strategy leadership to translate business objectives into analytical strategies that improve credit decision quality, portfolio performance, profitability, and operational efficiency. Guide the application of machine learning, statistical modeling, regression, segmentation, champion/challenger testing, and experimental frameworks to evaluate and optimize credit policies and model changes. Oversee the development of scalable modeling datasets, feature pipelines, and analytical environments that support production decisioning,