Senior Finance Data Scientist
Tasks
- Build IFRS9 ECL models
- Build and backtest forecasting components in Python
- Calibrate and monitor PD LGD EAD models
- Coach colleagues on modelling methods and data tools
- Develop portfolio model for financial forecasting
- Diagnose model drift and recalibrate assumptions
- Improve monitoring automation and documentation
- Partner with FPandA and Risk to deliver forecast inputs
- Run month end ECL production in Snowflake
Perks/Benefits
- 28 days holiday plus bank holidays
- Anniversary rewards
- Annual learning and wellbeing budget
- Cycle to work scheme
- Dog-friendly offices
- Enhanced parental leave
- Free drinks and snacks
- Private healthcare
- Reproductive Health Platform
- Season ticket loan
- Therapy Sessions per Year
- Worldwide travel insurance
Skills/Tech-stack
Azure | Credit Risk | Credit risk modeling | DBT | EAD | Fivetran | Gradient boosting | IFRS9 | JupyterLab | Kubernetes | LGD | LightGBM | Model Monitoring | Model calibration | PD | Python | Risk Modeling | SQL | Snowflake | Statistical modeling
Education
N/A
Roles
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