Lead Data Scientist
HarnhamAbout the role
Lead Data Scientist — Financial Risk Modeling
Location: Tempe, AZ preferred | Dallas, TX or Atlanta, GA considered
Work Model: Hybrid — 4 days onsite, Monday–Thursday
Compensation: $140,000–$150,000 base + 10% bonus
Work Authorization: U.S. Citizens and Green Card holders only
About the Company
This established organization operates in a highly regulated environment where advanced analytics and quantitative modeling play a meaningful role in financial decision-making and risk management.
The Data Science team works on high-impact problems where models are expected to move beyond experimentation and deliver measurable business outcomes. The environment is particularly well suited to Data Scientists who want ownership of their work, visibility with senior leadership, and the opportunity to see their models implemented and tied directly to business results.
About the Role
This is a hands-on Lead Data Scientist position focused on financial and risk modeling.
You'll independently own complex modeling initiatives from initial problem definition through development, validation, implementation, and measurement of business impact. The work involves large financial and credit datasets, advanced statistical modeling, Python, SQL, and translating model outputs into clear financial recommendations.
A critical component of this position is model defensibility. You'll present methodology and results to executive stakeholders and must be comfortable supporting external audits and defending the assumptions, methodology, validation, and performance of your models.
This is a Lead-level individual contributor position. Direct people management isn't required, but you'll be expected to drive projects independently, provide technical leadership, and support other members of the team.
Key Responsibilities
Build, evaluate, and validate quantitative models supporting financial and risk decisions
Develop models using Python, SQL, statistical techniques, and gradient boosting approaches
Work with large-scale financial, credit, payment, and behavioral datasets
Own complex Data Science initiatives from problem definition through implementation
Translate model performance into measurable financial and dollar impact
Develop and validate credit risk, loss, probability, behavioral, or comparable financial models
Present technical methodology, model results, and recommendations to senior and executive stakeholders
Support external model audits and clearly defend methodology, assumptions, validation, and results
Evaluate model performance and identify opportunities for improvement
Partner with stakeholders to translate business problems into quantitative solutions
Provide technical leadership and support to other Data Scientists
Help identify and quantify high-value opportunities with potentially significant financial impact
Must Haves
8+ years of Data Science, quantitative modeling, or closely related experience
Significant finance and risk modeling experience within a regulated industry
Advanced Python and SQL
Strong statistical and mathematical foundation
Deep data modeling and quantitative modeling experience
Experience developing and evaluating gradient boosting models
Experience with credit risk, financial risk, loss modeling, or comparable regulated modeling problems
Experience working through external audits and defending models
Ability to independently own modeling projects end-to-end
Strong communication and presentation skills
Experience presenting technical work and model results to senior or executive stakeholders
Ability to connect model outputs to measurable financial impact
Undergraduate degree in Mathematics, Statistics, Economics, Computer Science, Quantitative Engineering, or another strongly quantitative discipline
Nice to Have
Master's degree in Data Science, Statistics, Mathematics, Economics, Computer Science, or another quantitative discipline
Credit risk or credit loss modeling
Probability of Default (PD) modeling
Scorecard development
Payment behavior or credit attribute modeling
Mortgage, home lending, credit card, banking, or credit bureau data experience
Experience quantifying large-scale financial opportunities
Previous technical leadership or mentoring experience
Why Join
Own models from initial problem definition through implementation and measurable business results
Work on quantitative problems tied directly to significant financial opportunities
Join a smaller team where individual technical contributions are highly visible
Present your work directly to senior and executive stakeholders
Operate as a Lead-level technical contributor without having to move into people management
Work in an environment where rigorous modeling, statistical judgment, and model defensibility matter
See your models implemented rather than ending as research or recommendations
Responsibilities
- Build, evaluate, and validate quantitative models supporting financial and risk decisions
- Develop models using Python, SQL, statistical techniques, and gradient boosting approaches
- Work with large-scale financial, credit, payment, and behavioral datasets
- Own complex Data Science initiatives from problem definition through implementation
- Translate model performance into measurable financial and dollar impact
- Develop and validate credit risk, loss, probability, behavioral, or comparable financial models
- Present technical methodology, model results, and recommendations to senior and executive stakeholders
- Support external model audits and clearly defend methodology, assumptions, validation, and results
Qualifications
- 8+ years of Data Science, quantitative modeling, or closely related experience
- Significant finance and risk modeling experience within a regulated industry
- Advanced Python and SQL
- Strong statistical and mathematical foundation
- Deep data modeling and quantitative modeling experience
- Experience developing and evaluating gradient boosting models
- Experience with credit risk, financial risk, loss modeling, or comparable regulated modeling problems
- Experience working through external audits and defending models
Benefits
- Own models from initial problem definition through implementation and measurable business results
- Work on quantitative problems tied directly to significant financial opportunities
- Join a smaller team where individual technical contributions are highly visible
- Present your work directly to senior and executive stakeholders
- Operate as a Lead-level technical contributor without having to move into people management
- Work in an environment where rigorous modeling, statistical judgment, and model defensibility matter
- See your models implemented rather than ending as research or recommendations
Skills mentioned
About Harnham
Harnham provides specialist Data and AI recruitment and staffing services, along with bespoke training solutions, across multiple industry verticals, operating in the UK, the USA and EU - contact us today to discuss your requirements: info@harnham.com Our recruitment and talent teams cover all aspects of the data and AI pipeline, from collection to consumption, across multiple data roles and functions. Whether you need full-time staff, contract talent, specialized training, Data-qualified graduates, or C-suite executives, Harnham Group is equipped to fulfill all your data talent requirements. Our five core services: * ATD - Rockborne – our graduate development arm – deploys expertly trained data consultants, who have gone through an intensive 12-week data training programme. After two years in the scheme, your consultant could become a * Contract / C2C / Freelance: Whether you're addressing a talent shortage, augmenting a project team, or encountering resource gaps, our specialist consultants offer bespoke interim talent solutions to address your unique challenges and drive success. * Full-Time / Direct Hiring: From early career professionals to senior management, our comprehensive services enable you to unearth outstanding data talent across various specializations, ensuring your organization thrives in the data-driven era. * Executive Search: With our dedicated executive search team and an extensive network encompassing the director to C-suite level, we assist both global corporations and ambitious startups in securing top-tier leadership talent to accomplish their goals. * GenAI, Prompt, LLM Training: Elevate your team's data expertise with our all-encompassing training programs covering essential tools and technologies such as Python, SQL, Machine Learning, LLM’s and AI. Highly bespoke, customised to your team learning requirements and budgets.