Senior Data Scientist | Credit Risk Modeling

Privredna banka Zagreb d.d. is a company whose vision is to be a model and center of excellence in financial services in Croatia. The foundation of our successful business is our employees, who actively take part in the modern development of the bank and in creating continuous change. PBZ, as an innovative and contemporary bank focused on internal development, provides an environment in which you can develop in the direction you want. The universal way to build a career with us is no mystery: efficient work, achieving goals, continuous development of competencies, responsible organizational behavior, embracing diversity, team contribution and personal proactivity. All the prerequisites are here, it is up to you to make use of them.

Senior Data Scientist | Credit Risk Modeling

(Work location: Zagreb)

Would you like to work on developing advanced analytical solutions that directly influence business decisions of one of the leading Croatian banks?

In our team we develop models and methodologies that support credit risk management, credit decision-making, assessment of capital requirements and strategic business planning. We use advanced statistical methods, machine learning and modern data technologies to create solutions with measurable business impact from large volumes of data.

We are looking for an experienced Data Scientist who wants to work on complex analytical challenges, take part in international projects and develop models used in the Bank's everyday operations and regulatory framework.

In this position, you will have the opportunity to:

• develop and improve credit risk models (PD, LGD, EAD) using statistical methods, machine learning and advanced analytical techniques
• analyze large data sets and identify patterns and trends that support quality business decisions
• develop and implement analytical solutions using Python, SAS and modern data technologies
• take part in developing models for stress testing, capital planning and regulatory requirements
• collaborate with business, IT and data teams and take part in international projects within the Intesa Sanpaolo Group
• monitor and apply new trends in the fields of Data Science, artificial intelligence and advanced analytics

Formal requirements that all candidates must meet are:

• completed studies in mathematics, statistics, computer science, engineering or another quantitative field
• 3 to 5 years of experience in Data Science, advanced analytics, modeling or risk management
• good knowledge of statistics, data modeling and machine learning methods
• experience working in Python, and preferably knowledge of SAS and SQL
• active command of English, spoken and written
• strong analytical and communication skills

The ideal person for this position:

• is curious, proactive and results-oriented
• enjoys solving complex business and analytical challenges
• combines technical knowledge with an understanding of the business context
• is ready for continuous learning and adopting new technologies
• collaborates successfully with different professional profiles

What we offer?

• Career advancement opportunities and professional development

• dynamic and motivating environment

• challenging projects

• professional courses, seminars, internal development modules

• Work-life balance and care for employees

• work outside the office premises

• systematic health check every two years

• corporate kindergarten with subsidy

• a free day for your birthday

• PBZ standard sports association and MultiSport card

• PBZ book club

• Occasional awards, gift for your child, cash bonuses

You can read more about careers in the PBZ Group on our corporate pages

We invite interested candidates to apply for the open position no later than Sunday, 25 October 2026.

At Privredna banka Zagreb we recognize your talent, provide you with excellent conditions for professional development and want to create new value together with you. If you are ambitious and motivated and want to make a challenging career move – get in touch with us.

This listing was sourced from 4dayweek.io.