Data Scientist (Risk Modeller)
Tasks
- Assess modelling options
- Build model monitoring framework
- Communicate technical findings to business stakeholders
- Defend model choices with stakeholders
- Develop and maintain credit risk models
- Identify new data sources
- Integrate and automate model monitoring
- Lead credit risk model development
- Maintain monitoring code base
- Produce periodic monitoring reports
- Review data and features
- Transform data into credit insights
Perks/Benefits
- Additional vacation days
- Flexible working hours
- Health days
- Health insurance
- Hybrid work
- LinkedIn Learning
- Paid military training leave
- Special offers for bank products and services
- Training programs
- Volunteer time off
- Wellbeing resources
Skills/Tech-stack
Basel | EBA | Excel | IFRS 9 | Model Governance | Model Monitoring | Model Risk Management | Model risk | Multivariate Regression | PowerPoint | Python | R | Risk Management | SQL | Word
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
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