As a Senior Data Scientist you will conceptualize, develop and execute statistical, mathematical and econometric models for business decision making, risk assessment and strategic initiatives. You will responsible for financial planning models, fraud detection models, customer analytics, credit risk management and asset liability management. This position will also assist in addressing model validation requirements including remediation of validation findings.
Requirements
- Social media images and text mining and build modelling for strategic business direction for the company's financing program. Provide analysis and deliver insights from the model.
- Build solutions and scenarios with creativity to support decision making.
- Identifies opportunities to apply quantitative methods to improve efficiency and outputs.
- Develops model monitoring plan, monitors statistical model performance, and provides technical guidance to business leadership.
- Maintains sustainable model code and follows best practices for collaboration and version control.
- Work with stakeholders throughout the company to identify opportunities for leveraging company data and third-party vendor data to drive business solutions.
- Analyse trends and connect data in new and innovative ways.
- Communicate results, explain behaviour of models, and set appropriate expectations with stakeholders.
- Act as a backup of technical manager.
- Bachelor's Degree/Post Graduate Diploma/Professional Degree in Statistics, Mathematics, Machine Learning, Operations Research, Computer Science or related field.
- At least 5 years of work experience working as a model developer or model validator at a bank, financial firm or credit bureau agencies.
- Knowledge of stress testing and regulatory requirements related to model risk management.
- Experience with industry best practice modeling techniques and demonstrable skills in prototyping, benchmarking and empirical analysis.
- Experience with credit risk models and consumer banking models preferred.
- Candidate must have working knowledge of R/Python/SAS/SQL or other advanced statistical/econometric analysis software.
- Ability to forge strong partnerships with business units across the bank or financial firm.
