Data Scientist III
Core
Designing and managing wholesale credit portfolio strategies to balance growth, profitability, and risk within the bank's credit area.
Role type
Senior credit risk data scientist
Builds
Wholesale credit portfolio management solutions and risk assessment frameworks
Domain
Banking / Credit Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Credit risk modeling, Portfolio management, Advanced analytics, Python, SAS, SQL, Banking regulation knowledge
Preferred skills
English (reading), Post-graduate degree
Technologies
Python, SAS, SQL
Responsibilities
Propose wholesale credit portfolio management strategies aligned with business objectives and risk appetite; Continuously evaluate portfolio composition across segments, sectors, groups, products, geographies, and ratings; Identify trends, opportunities, and vulnerabilities affecting portfolio sustainability; Recommend portfolio limits and optimization actions to balance growth, profitability, capital, and risk; Conduct sensitivity studies, projections, and stress tests to assess portfolio resilience.
