
Lead Data Science Specialist
2 weeks ago
Job Overview:
We are seeking a highly skilled Machine Learning/Data Scientist to join our team.
The successful candidate will be responsible for developing and deploying predictive models for credit scoring, loan deterioration, and time-to-default using advanced techniques such as logistic regression, scorecards, survival models, and Markov chains.
The ideal candidate will have a strong background in machine learning algorithms, Python, scikit-learn, pandas, and SQL, as well as familiarity with regulatory requirements in credit risk, such as ECL, IFRS 9, and Basel III.
Key Responsibilities:
- Design and develop predictive models for credit scoring, loan deterioration, and time-to-default.
- Perform data exploration and feature engineering using behavioral and transactional credit data.
- Ensure model performance, robustness, and interpretability through metrics like PSI and SHAP.
- Collaborate with Data Engineering teams to deploy models into production pipelines.
Requirements:
- Proficiency in ML algorithms, Python, scikit-learn, pandas, and SQL.
- Familiarity with regulatory requirements in credit risk, such as ECL, IFRS 9, and Basel III.
What We Offer:
- A collaborative and engaged team dedicated to learning, sharing knowledge, and growth.
- A hybrid working system that balances flexibility and teamwork.
- Ongoing investment in your skills and abilities.
- An attractive benefits package, including private healthcare and international projects.
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