Data Scientist - Contract Job at hireVouch, Remote

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  • 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,

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