Data Scientist Senior Associate

As a Senior Associate Data Scientist, you will play a critical role in safeguarding the integrity of data-driven decisions within the Model Risk & Validation team. You will perform rigorous validation of credit risk models, engage with stakeholders to communicate findings, and contribute to the continuous improvement of our validation processes. This role offers the opportunity to influence AI and transformation strategies across the bank.

• Perform validation of IRB, IFRS9, and Stress Testing credit risk models
• Engage with stakeholders to communicate model findings, risks, and recommendations
• Contribute to strategic transformation and continuous improvement of validation methodologies
• 2-4 years of credit risk model validation or development experience
• Proficiency in SAS, R, Python, SQL, and AI tools like GPT or Claude
• Experience with Basel regulatory standards for credit risk