Job Summary
We are seeking a senior data scientist to join our team. The ideal candidate will have a strong background in credit risk modeling, stress testing, and scenario analysis.
The successful candidate will be responsible for developing and maintaining credit risk quantification models, designing and implementing new models, producing and reporting ECLs and overlays, and providing analyses to different departments within the organization.
* Credit Risk Modeling: Develop and maintain credit risk quantification models in line with IFRS9 Expected Credit Loss (ECL) requirements.
* Model Design and Implementation: Design, implement, document, and maintain models to support credit risk assessment.
* ECLs and Overlays: Produce and report ECLs and overlays to stakeholders.
* Analysis and Reporting: Provide analyses to different departments within the organization.
Required Skills and Qualifications
* Education: Master's degree in mathematics/actuarial science/finance/statistics/economics.
* PhD: Preferred.
* Language Proficiency: English and French language proficiency.
* Experience: 5+ years of experience in a similar role.
* Technical Skills: Advanced knowledge of financial instruments, risk management techniques, and credit risk management.
* Programming Skills: Python, Git, and Dataiku.
* MS Excel and SQL: Proficient in MS Excel and SQL.
Benefits
The organization offers a competitive salary and benefits package, including opportunities for career growth and professional development.
The successful candidate will have the opportunity to work on challenging projects, collaborate with a talented team, and contribute to the organization's success.