Data Scientist (Risk Modeller)

Tasks

• Assess modelling options
• Communicate technical information to business colleagues
• Convert data into credit insights
• Defend model choices with stakeholders
• Develop and maintain credit risk models
• Develop model monitoring framework
• Identify promising data sources
• Integrate and automate model monitoring
• Lead credit risk model development
• Maintain monitoring solution codebase
• Produce periodic monitoring reports
• Review data and attributes

Perks/Benefits

• Conference opportunities
• Flexible working hours
• Health days
• Health insurance
• Hybrid work
• LinkedIn Learning
• More vacation
• Paid leave
• Professional training
• Special offers for company products and services
• Volunteer time off
• Wellbeing resources

Skills/Tech-stack

Basel | Credit Risk | Credit Risk Modelling | EBA | ESG Modelling | Excel | IFRS 9 | Internal Ratings | Model Monitoring | Model Risk Management | Model risk | Multivariate Regression | PowerPoint | Python | R | Risk Management | Risk Modelling | SQL | Statistical Analysis