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

INFINITI of Lubbock

Master Certified Technician Job at INFINITI of Lubbock

We are offering a competitive signing for the right person. We understand the great demand for veterans in this industry. Experienced & master certified Technicians are needed to add leadership to our team.We offer the most competitive compensation package in the Lubbock...

BASF

Chemical Operator Job at BASF

**Now hiring! Chemical Operator****Cincinnati, OH.****Pay Range: Starting at $28 hourly - 24/7 | Rotating Shifts, overtime eligible!*... ...efficient operation of the production equipment inthe Cincinnati, OH plant. This includes operation of chemical processing equipment;...

American Income Life

Enrollment Agent Job at American Income Life

Customer Service Leadership Remote Opportunity Company: AO | A Globe Life Company Location: 100% Remote Schedule: Flexible Are you a passionate professional seeking a career that offers flexibility, growth, and meaningful impact ? AO is looking for dedicated...

JET'S PIZZA TX021

Part time delivery driver Job at JET'S PIZZA TX021

...customers, and make change. Our delivery drivers also support the pizzeria by performing other in-store duties. Our Perks: *Same day pay available! Flexible hours are available so you can choose your own schedule Overtime pay available after 40 hours...

The Peninsula Chicago

Chef Tournant Job at The Peninsula Chicago

...The Peninsula Chicago is seeking a creative Chef Tournant who is highly organized to work with our F&B operations and create a memorable guest experience. Work for a luxury Five-Star Five-Diamond property in the heart of Michigan Avenue, Chicago. Grow within a diverse...

Data Scientist - Contract Job at hireVouch, Remote

UFNkdXRKT0t1bEZOamxMNGdRdndpOTBlTEE9PQ==