Senior Data Scientist
We are seeking a seasoned data professional to develop and maintain credit risk quantification models.
Key responsibilities include:
* Designing, implementing, documenting, and maintaining credit risk quantification models.
* Assisting in the production of modelled ECLs and overlays.
* Providing strategic analyses to stakeholders within the organization.
* Contributing to key reports.
* Conducting credit risk stress testing for the Internal Capital Adequacy Assessment Process (ICAAP) and participating in EU-wide Stress Testing initiatives.
* Developing and improving stress testing models used to forecast key risk indicators.
Required skills and qualifications include:
* Master's degree in mathematics, actuarial science, finance, statistics, or economics.
* Advanced knowledge of financial instruments and banking products, risk management techniques, and credit risk management.
* Proficiency in Python programming and experience with version control systems.
* Knowledge of Dataiku is considered an advantage.
* Strong analytical and problem-solving skills.
Broad career paths and opportunities for personal growth are available. We encourage employees to explore different business areas and pursue their interests.