DATA SCIENTIST ANALYST I
Core
Support the development of annual reporting and internal validation activities for risk models, including model replication, performance evaluation, and regulatory compliance.
Role type
Junior IC data scientist (risk model validation)
Builds
Risk model validation reports and regulatory compliance documentation
Domain
Banking / Financial Risk
Deliverable
dashboards & analysis
Required skills
Python, SQL, statistical modeling, risk estimation, critical thinking
Preferred skills
Experience in banking or insurance, large volume data handling
Technologies
Python, SQL
Responsibilities
Support the development of annual reporting plans and activities; Assist in the creation of internal validation reports and provide independent analytical opinions on risk model construction and implementation; Apply performance indicators and triggers to evaluate model performance; Collaborate on conclusions and recommendations for risk models based on validation studies; Support the evaluation of model re-estimation and the development of new models; Participate in area committees and support the technical secretariat of the RMMC model committee; Support responses to local and European regulators and auditors regarding risk model validation.
Seniority
Junior, entry-level IC