Data Scientist, Credit Risk Quantification
Core
Develop, monitor, and maintain credit risk models to quantify risks and support innovative financing products for members and clients.
Role type
Senior IC data scientist (credit risk quantification)
Builds
Credit risk models and mathematical frameworks for risk management
Domain
Financial services / Credit risk
Deliverable
production ML models
Required skills
Credit risk management, Quantitative modeling, SAS, SQL, Python, Basel standards, IFRS standards
Preferred skills
Mathematical modeling, Industry trend analysis, Stakeholder communication
Responsibilities
Design and develop mathematical models for risk management, Lead or contribute to credit model projects, Monitor industry trends to update best practices, Serve as a subject-matter expert for various units
Seniority
Senior, hands-on IC
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