Bislab builds Norway's most advanced credit intelligence platform — and is scaling fast.
We're looking for a Quantitative Engineer to own credit modelling and risk models at the heart of our products.
About the role
You'll join the Quant team and take ownership of Bislab's credit scoring and risk models. This is a hands-on, high-ownership role where you work with real data at scale — a performance-focused Python stack and a dataset covering the financial behaviour of virtually every entity in the Nordics.
The team is small, senior, and technically exceptional. You'll have real influence over how we think about data, model risk, and analytical infrastructure as we grow.
Tech / stack
- Python (
uv, ty, polars)
- ML/statistical modelling
- MLOps (training, validation, monitoring)
What you will do
- Design, build, and maintain credit scoring and risk models for both companies and individuals
- Work hands-on in a modern Python stack on Norway's richest person and company dataset
- Own the full modelling lifecycle: ideation, feature engineering, training, validation, monitoring, and iteration
- Develop backtesting frameworks and champion/challenger setups to validate model performance
- Contribute to how we think about data, model risk, and analytical infrastructure as we scale
- Translate complex model outputs into clear insights for product and commercial stakeholders
We believe you have
- Strong foundation in quantitative methods, statistics, probability, and machine learning
- Proficiency in Python; experience with dataframe libraries like Polars or Pandas
- Experience building predictive models in production and maintaining them across the MLOps lifecycle