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

HAYES CENTER PUBLIC SCHOOLS

7-12 Agriculture Instructor Job at HAYES CENTER PUBLIC SCHOOLS

 ...Hayes Center Public Schools is seeking a qualified candidate for our Agriculture Education Instructor / FFA Advisor position beginning with the20262027 school year . The successful candidate must hold a valid Nebraska Teaching Certificate with an appropriate endorsement... 

Perrill

SEO/GEO Specialist Job at Perrill

 ...exists to power businesses to win online. We are in search of a SEO/GEO Specialist with 3-5+ years of experience to join our team of marketing...  ...? If this sounds like you, we want to hear from you today! Remote candidates may be considered, but strong preference will be... 

Central Admixture Pharmacy

Pharmacy Clerk Job at Central Admixture Pharmacy

 ...Company: Central Admixture Pharmacy Job Posting Location: Fremont, California, United States Functional Area: Pharmacy Working Model: Onsite Days of Work: Wednesday, Tuesday, Thursday, Friday, Monday, Saturday, Rotating, Sunday Shift: 5X8 Relocation... 

Edgewood Surgical Center

Business Office Assistant Job at Edgewood Surgical Center

 ...Position Summary: Performs necessary functions to support various areas within hospital business office. Primary duties include support for patient registration, patient charging, scheduling, and accounts receivable. Essential Functions: The positions functions... 

Trinity Employment Specialists

Nurse Practitioner Job at Trinity Employment Specialists

 ...Nurse Practitioner | Montgomery, AL $130K-$150K Annual Salary Direct Hire Opportunity! Trinity Employment Staffing Agency is looking...  ...by being part of a fast growing organization Comfortable traveling within the market to multiple centers within short distance...