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1 week ago
We are seeking a highly skilled professional to fill the role of Credit Risk Data Scientist. The successful candidate will be responsible for developing and implementing advanced analytics and machine learning models to assess and manage credit risk.
Responsibilities- Develop, implement, and maintain machine learning credit risk models supporting Consumer, Small Business and Wholesale segments.
- Monitor, back-test and report performance of the models to ensure adherence to performance standards and early detection of weaknesses.
- Develop user requirements, parameters and configurations of systems housing the models.
- Develop expertise in credit risk modelling methodologies.
- Work closely with model validators to ensure compliance with model governance framework and timely closure of validation findings.
- Engage with auditors and regulators to ensure compliance with relevant requirements.
- Engage with stakeholders to develop analytical solutions using model outputs in credit decisioning, business strategies, allowance, and capital assessment.
- Degree in Quantitative discipline such as Data Science, Statistics, Mathematics or Computer Science.
- At least 5-7 years of experience in related area.
- Working experience in credit analysis/modelling or credit risk management of Consumer, Small Business and/or Wholesale portfolios.
- Proficiency in common machine learning tools and frameworks.
- Experience with big data technologies.
- Knowledge in ML-Ops tools and Git.
- Analytical thinker with strong written and verbal communication skills.
- Ability to interact and communicate effectively with senior management.
- Willingness to take on new challenges and work in fast-paced environment.
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