Data Scientist (Credit Risk Modelling)
Tasks
- Analyze credit risk model components
- Apply machine learning
- Build exposure at default models
- Build loss given default models
- Build probability of default models
- Collaborate with business teams
- Collaborate with technology teams
- Communicate model outputs to stakeholders
- Design credit risk models
- Develop credit risk models
- Forecast risk
- Implement analytics solutions in production
- Ingest external data
- Ingest internal data
- Maintain credit risk models
- Perform statistical modeling
- Translate analytics into insights
- Validate credit risk models
Perks/Benefits
- Group benefits
- Hybrid work options
- Learning and development opportunities
- Savings plans
- Wellness programs
Skills/Tech-stack
Economic Capital | Exposure at Default | Forecasting | IFRS 9 | Internal Rating | Loss Given Default | Machine Learning | Power BI | Probability of Default | Python | R | Risk Modeling | SAS | SQL | Statistical modeling
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
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