Data Scientist Senior Associate
Core
Perform validation activities assessing data quality, modelling methodologies, model performance, and regulatory compliance across the model lifecycle for IRB, IFRS9, and Stress Testing models.
Role type
Senior Associate Data Scientist (Credit Model Validation)
Builds
Robust validation processes and risk management practices for credit models
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk model validation, IRB, IFRS9, Stress Testing, SAS, R, Python, SQL, Basel regulatory standards, Jupyter notebooks, GitHub, LLMs (Copilot, GPT, Claude)
Preferred skills
APRA regulations, written and verbal communication
Technologies
SAS, R, Python, SQL, Jupyter, GitHub
Responsibilities
Assess data quality and modelling methodologies for credit models; Engage with model developers and owners to communicate findings and risks; Contribute to strategic transformation and continuous improvement of validation workflows.
Seniority
Senior Associate, 2-4 years experience
