Senior Data Scientist/ Senior Risk Model Analyst
Tasks
- Collaborate with business teams on data and communication
- Conduct model monitoring and back testing
- Create ad hoc reporting and analytics
- Deliver challenger model developments
- Develop expected credit loss parameter models
- Develop regulatory parameter models
- Develop scoring and rating models
- Develop stress test models
- Perform model calibration and redevelopment
- Provide technical guidance to junior team members
Perks/Benefits
- N/A
Skills/Tech-stack
Backtesting | CART | CHAID | Decision Tree | Logistic Regression | Machine Learning | Model Governance | Python | R | Random Forest | SAS | SQL | Stress Testing
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
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