Head of Data Analytics and Retail Risk Modelling Team

Main tasks 

• Management of the 10 FTE team  

• Responsibility and coordination of the team projects including models development for credit risk assessment purposes, models monitoring, periodic validation, models implementation and respective data flows 

• Responsibility and coordination of the team projects regarding development and lifecycle support of ML models for other Bank’s use cases and purposes 

• Collaborate with cross-functional teams to identify available data sources, changes in business processes and other topics that could have impact on existing models or could bring additional value for new use cases 

• Presentation of models development or review results to RBI Validation Committee 

• Communication with other stakeholders such as management, business departments, audit.  

• Stay up-to-date with industry standards and best practices in model development  

Requirements

Preferred qualifications 

• Master's degree in fields such as Data Science, IT, Math or Finance 

• Solid experience in Data analytics / Data Engineering, end-to-end models development and in-production support 

• Work experience as a Team Leader 

• Understanding of Credit Risk Assessment and respective use cases in Banking area 

• Level of English B2+ (Upper Intermediate or higher) 

It will be an advantage: 

• Experience in Retail Credit Risk 

• Experience in ML use cases development for Banking area