Data Scientist Senior Associate

Overview

Senior Associate Data Scientist in the Model Risk & Validation team, focused on credit model validation and risk assurance across the model lifecycle.

What you'll do

• Conduct credit model validation on data quality, modeling methodologies, model performance, and regulatory compliance.
• Validate IRB, IFRS9, and stress testing models across new models and post-implementation reviews.
• Engage with stakeholders to communicate findings, risks, and recommendations.
• Contribute to transformation and continuous improvement by streamlining validation workflows and methodologies.
• Enhance the quality, consistency, and efficiency of validation outcomes.

What you'll need

• 2-4 years of credit risk model validation or development experience for IRB, IFRS9, and stress testing models.
• End-to-end project delivery experience and sound communication and time management skills.
• Tertiary qualifications in a quantitative discipline such as mathematics, statistics, or econometrics.
• Programming skills in SAS, R, Python, and SQL.
• Experience with Basel regulatory standards for credit risk (essential).
• Relevant APRA regulations on IRB, IFRS9, and stress testing (advantageous).

Nice to have

• Experience using Jupyter notebooks or R-markdown.
• GitHub experience (definite advantage).
• Working knowledge of Copilot, GPT, Claude etc.

Details

• Location: Bangalore.