Data Scientist

Join our Model Risk & Validation team as a Data Scientist to perform rigorous credit model validation, ensuring compliance with regulatory standards. You will assess data quality, methodologies, and performance, engaging with stakeholders to communicate findings and drive continuous improvement in our risk management framework.

• Perform credit model validation for IRB, IFRS9, and Stress Testing models
• Assess data quality, model performance, and regulatory compliance
• Engage with stakeholders to communicate findings and recommendations
• Contribute to strategic transformation and continuous improvement of validation processes
• 5-8 years of credit risk model validation or development experience
• Proficiency in SAS, R, Python, SQL, and AI tools like Copilot/GPT