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This role is based in the United Kingdom and as such all normal working days must be carried out in the United Kingdom.
Join us as a Data Scientist
- This is an opportunity for a passionate and driven risk specialist to join our business
- We’ll look to you to help review and validate credit models relating to wholesale portfolios across all business units and legal entities
- It's an ideal role to gain detailed exposure to the developing world of model risk, as well as to a range of stakeholders and senior executives
What you'll do
As a Data Scientist, you’ll be validating new and existing credit models, by assessing model methodology, data quality, running SAS or python codes to match the modelling results and undertaking data analysis to make sure that the risks are adequately highlighted. We’ll look to you to undertake periodic model reviews and review the models’ MI packs to identify model performance or data related issues, and support your team members by raising and maintaining validation findings.
You’ll also be:
- Developing Python libraries on validation tests and undertaking regression testing
- Performing sensitivity analysis to assess the adequacy of modelling or data assumptions, documenting all the analysis in a succinct and clear manner
- Preparing checklists for various validation activity to make sure that appropriate controls are established and consistently followed
- Providing expert advice on aspects of risk management, including providing senior executives with relevant MI and reports
The skills you'll need
We’re looking for someone with a quantitative degree and experience of IRB, IFRS9 or stress-testing models within a credit risk environment. You should have an understanding of Basel requirements and good working knowledge of SAS and python.
You’ll also need:
- Excellent attention to detail
- The ability to communicate, both verbally and in writing, to senior colleagues
- Strong Excel, PowerPoint and Word skills
If you need any adjustments to support your application, such as information in alternative formats or special requirements to access our buildings, or if you’re eligible under the Disability Confident Scheme please contact us and we’ll do everything we can to help.