AVP, Credit Risk Data Scientist, Credit Risk Modelling
Core
Develop and maintain advanced machine learning and statistical models to assess and manage credit risk across consumer, small business, and wholesale segments.
Role type
Senior IC Credit Risk Data Scientist
Builds
Production credit risk models (Scorecards, IFRS 9 ECL, Stress Testing, Economic Capital)
Domain
Banking / Credit Risk / Financial Services
Deliverable
production ML models
Required skills
Credit risk modelling, Machine learning, Big data technologies (Hadoop, Hive, Trino, Spark), DevOps tools (Jira, Jenkins, Git), Statistical analysis, Model validation, Regulatory compliance
Preferred skills
Experience with credit decisioning, Business strategy alignment, Capital assessment
Technologies
Scikit-Learn, Tensorflow, PyTorch, Hadoop, Hive, Trino, Spark, Jira, Jenkins, Git
Responsibilities
Develop, implement, and maintain ML credit risk models for various business segments; Monitor, back-test, and report model performance; Collaborate with validators and auditors to ensure governance and regulatory compliance; Engage with stakeholders to integrate model outputs into credit decisioning and capital assessment.
Seniority
Senior, hands-on IC