Associate Data Scientist - Low Default Portfolios Models
CIUDAD BBVA [00018800 BCO. BILBAO VIZCAYA ARGENTARIA], Spain
EUR 54K-77K (estimate) Mid-level Full Time
Tasks
- Collaborate on model implementation to production
- Conduct exploratory studies
- Contribute to model estimation
- Do feature engineering
- Document models and methodologies
- Execute model testing
- Integrate data sources into modelling frameworks
- Maintain credit risk model parameters
- Monitor model performance
- Participate in model reviews and validations
- Perform backtesting
- Perform data analysis
- Support development of credit risk models
Perks/Benefits
- N/A
Skills/Tech-stack
Backtesting | Basel | Credit Conversion Factor | Credit Risk | Credit risk modeling | Data Analysis | Data integration | Exploratory Data Analysis | Feature Engineering | IRB | Loss Given Default | Model Testing | Model estimation | Performance Monitoring | Probability of Default | Python | Risk Modeling
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
Associate | Associate Data Scientist | Data Scientist | Scientist
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