Data Scientist

Responsibilities

• Perform qualitative and quantitative validation on risk models, including machine learning models.
• Assess model logic, assumptions and technical approaches, and evaluate model implementation and performance.
• Perform data analysis and data quality check on large data sets through the use and/or development of algorithms.
• Manage validation process, including planning, executing project activities, monitoring milestones, and controlling quality of deliverables.
• Prepare validation reports and communicate to the management, auditors, and other related stakeholders.
• Establish and review policies and procedural guidelines regularly.

Requirements

• Bachelor's degree or above in Financial Mathematics, Data Science, Statistics, Finance, Computer Science, Economics, or related disciplines.
• Minimum 3-4 years of experience in model-related activities, such as development implementation, application, or validation of varying models.
• Proficiency in Technical Tools, such as SQL and Python.
• Fluent in English, both verbally and written.
• Preferably has working experience in the Financial Services industry and model audit experience.
• Strong problem solving ability with passion for analytic excellence.