About the Role
We are seeking a highly skilled professional to lead our data science efforts. The successful candidate will be responsible for developing and maintaining credit risk quantification models, ensuring alignment with IFRS9 Expected Credit Loss requirements.
Key Responsibilities:
* Design, implement, document, and maintain credit risk models using advanced statistical techniques
* Produce modelled ECLs and overlays to support business decision-making
* Provide analytical insights to various departments within the organization
Requirements:
* Master's degree in mathematics, actuarial science, finance, statistics, or economics
* PhD preferred, with expertise in machine learning and artificial intelligence
* Advanced programming skills in Python, with experience in Git and version control systems
* Familiarity with financial instruments, banking products, and risk management techniques
* Experience with IFRS9 modelling, stress testing, and scenario analysis
What We Offer:
* A dynamic work environment with opportunities for growth and development
* Ongoing training and professional development programs
* A culture that values innovation, collaboration, and diversity