Credit Risk Data Engineer

Responsibilities

• Own the inventory of every credit data source, including TransUnion, Clarity, Plaid, Prism, and internal data from the app and loan servicing.
• Define, for each source, what data Credit Risk needs, at what grain, how fresh it must be, and where it lands.
• Write data contracts with the engineers who build the vendor integrations, covering expected fields, types, null rules, and volumes.
• Confirm that raw vendor responses are stored completely and can be reused for model development and audits.
• Monitor freshness, volume, fill rate, and schema for every source and every model input.
• Set up alerts for when a feature's fill rate drops, a vendor stops returning a field, or volumes deviate from baseline.
• Track input drift for production models alongside the data scientists.
• Triage data incidents: find the root cause, route the fix to the right owner, and track it to closure.
• Own the Credit Risk layer of our Snowflake warehouse, including raw, staging, mart, and feature tables.
• Build and maintain the pipelines and transformations behind application, loan, performance, and vendor data.

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