Data Scientist - Contract Job at hireVouch, Remote

UFNkdXRKT0t1bEZOamxMNGdRdndpOTBlTEE9PQ==
  • hireVouch
  • Remote

Job Description

Data Scientist - 8 months contract (possible renewal)

Key Skills:
Python, SQL, RDBMS PD, LGD, EAD parameter models, IFRS9 modelling frameworks and guidelines.
 
Job Description:
  • Experience in SQL and Python: Demonstrated ability to utilize these tools for data analysis, model development, and implementation
  • Understanding of IFRS 9 and Economic Capital Frameworks: Familiar with methodologies for expected credit loss (ECL) estimation under IFRS 9 and/or frameworks related to Economic Capital, with emphasis on regulatory compliance
  • Expertise in Risk Parameter Calibration: Hands-on experience calibrating Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) for
  • Wholesale and/or Commercial portfolios, ensuring alignment with regulatory requirements such as CAR guidelines where applicable
  • Knowledge of time series analysis and macroeconomic modeling, particularly for developing forward-looking credit risk forecasts or scenario analysis
Experience:
  • Experience developing PD, LGD, EAD parameter models. Familiarity with IFRS9 modelling frameworks and guidelines
  • Overall 7+ of experience
Qualifications:
  • Bachelors degree

Job Tags

Contract work,

Similar Jobs

Insight

Consultant Sr Job at Insight

 ...Sr Consultant- Azure Security Location: This is a hybrid opportunity in Delhi-NCR, Bangalore, Hyderabad and Gurugram area. Insightat a Glance ~14,000+ engaged teammates globally with operations in 25 countries across the globe. ~ Received 35+ industry and partner... 

Expert Staffing West

Dispatcher Job at Expert Staffing West

ESSENTIAL DUTIES and RESPONSIBILITIES: The following duties are performed personally, in cooperation with Cooler management. ~ Responsible for Driver Check-In and Check-Out.~ Completes loading documentation and assigns Loaders to customer orders. ...

The Villages Health

Physician- Interventional Pain Management Job at The Villages Health

 ...a revolutionary style of care that puts the patient at the center! We are looking for a full-time, board-certified Interventional Pain Management Physician to join our multi-specialty group located in central Florida, at The Villages. The incoming physician will... 

In House Jobs | JDHuntr

In House Counsel Jobs New York | JDHuntr 46555 Associate General Counsel, Global Employment, Charlot Job at In House Jobs | JDHuntr

 ...law subject matter expert. Advise on the full range of global employment law issues (assisted by foreign counsel as necessary). Provide practical, business-oriented and legally sound advice to Human Resources, management and other stakeholders on all aspects of the... 

The H&K Group

Shop Mechanic 2nd Shift Job at The H&K Group

 ...considered Class A or B CDL or ability to obtain within one year Clean driving record Customer Service and Teamwork Mathematical...  ...Lake Division provides complete heavy civil construction and contracting services to the Pocono Region, northeast PA and northern NJ...