Data Scientist Senior
Core
Design and execute comprehensive validation plans to assess data quality, modelling methodologies, model performance, and regulatory compliance across the model lifecycle for a bank's AI and risk ecosystem.
Role type
Senior IC model risk validation engineer (credit risk)
Builds
Validated credit risk models and regulatory compliance reports
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk model validation, Basel regulatory standards, IRB/IFRS9 stress testing, SAS, R, Python, SQL, Jupyter notebooks, GitHub, LLM tools (Copilot/GPT/Claude)
Preferred skills
APRA regulations, advanced analytics tooling, knowledge of engineering in CS/IT
Responsibilities
Design and execute validation plans for new and existing models, engage with model developers to communicate findings and risks, contribute to strategic transformation of the validation function, mentor team members on advanced analytics and communication standards
Seniority
Senior, hands-on IC with mentorship