Plata Card - Research Scientist [Risk]

• You will own our foundation model program end to end - from research direction to models running in production and driving real credit decisions. • Your models directly move the numbers that matter: cost of risk, approval rates, and portfolio NPV across a fast-scaling credit portfolio. • You'll work with one of the richest financial datasets in LATAM billions of transactions and behavioral events across 3M+ customers, growing daily. • Challenges that await you • Build an end-to-end foundation model over financial event sequences - transactions, credit bureau data, and in-app behavioral events  with subsequent fine-tuning for downstream business tasks: underwriting (PD), credit limit strategy, fraud detection, collections, and propensity models. • foundation model • Drive technical decisions end-to-end: methodology → implementation → performance and latency → robustness, interpretability, and regulatory compliance. • Take models from research to production: training infrastructure, evaluation frameworks, model serving, latency/cost optimization, and monitoring. • Research state-of-the-art approaches in the industry, publish your own work, and speak at leading conferences. • Mentor senior engineers and scientists; own technical standards for model development across the team (design reviews, evaluation methodology, deployment practices). • Communicate results clearly to cross-functional stakeholders: product, risk, business, and leadership. • What makes you a great fit • Proven experience applying deep learning to sequential data - transformer architectures on event/transaction sequences strongly preferred, but not required. • sequential data • Strong foundation in mathematical statistics and probability theory. • Deep understanding of machine learning algorithms (GBM, MLP, CNN, RNN, Transformers, etc.) • Experience taking large models to production: distributed training, model serving, latency/cost trade-offs. • Ability to strike a reasonable balance between solution complexity and practical applicability. • Strong mathematical or technical education - degree in mathematics, physics, or CS from a top technical university • Kaggle Competitions Master/Grandmaster or equivalent (a plus); experience developing models in banking or consumer lending (a plus) • Strong communication skills. • Our ways of working • Innovative Spirit: a commitment to creativity and groundbreaking solutions • Innovative Spirit: • Honest Feedback: valuing open, transparent communication • Honest Feedback: • Supportive Team: a strong, collaborative community • Supportive Team: • Celebrating Achievements: recognizing our wins together • Celebrating Achievements: • High-Tech Environment: a team full of smart and revolutionary people who date to challenge the status quo of incumbent finances • High-Tech Environment: • Relocation support to one of our hubs - Mexico, Cyprus, Serbia, Spain  with assistance for the employee and their family • Flexible work from one of our offices or remote • Healthcare coverage • Education budget: language lessons, professional training and certifications • Wellness budget: mental health and fitness activity reimbursements • Vacation policy: 20 days of annual leave and paid sick leave