Manager Data Scientist - Low Default Portfolios Models
CIUDAD BBVA [00018800 BCO. BILBAO VIZCAYA ARGENTARIA], Spain
EUR 54K-77K (estimate) Mid-level Full Time
Tasks
- Collaborate with technology teams for production implementation
- Design model estimation calibration monitoring
- Integrate internal and external data sources
- Lead credit risk model development
- Maintain credit risk model parameters
- Mentor junior team members
- Perform feature engineering and segmentation analysis
- Provide model governance technical reference
- Support model validation and remediation
Perks/Benefits
- N/A
Skills/Tech-stack
Credit Conversion Factor | Credit Risk | Credit risk modeling | Data Processing | Data Quality | Data segmentation | Feature Engineering | IRB | Loss Given Default | Machine Learning | Model Governance | Model Monitoring | Probability of Default | Python | Risk Modeling | Statistical modeling
Education
N/A
Roles
Analytics | Analytics Manager | Data Scientist | Engineer | Learning Engineer | Machine Learning Engineer | Manager | Scientist
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