Credit Risk Data Scientist: Cloud-Based Modelling

NOBA Bank Group; Bærum; On-site; NOK 900,000 - 1,200,000; Full time

Job summary

NOBA Bank Group in Norway is seeking a Data Scientist for the IFRS9/Modelling team to help shape the credit risk models that quantify losses for millions of customers across six countries.

You will move between modelling, engineering, and analysis, implement production code with tests, build risk monitoring, and help migrate the engine to Databricks on Azure, delivering production-ready solutions.

Qualifications

• Higher education in a quantitative subject.
• Solid Python for data work and production code.
• Strong SQL skills and good documentation practices.

Responsibilities

• Develop, validate, implement, and simulate credit risk models (PD, LGD, EAD).
• Implement models as production code with tests and reviews.
• Build and maintain risk monitoring, forecasting, and reporting tools.
• Document models and implementations for validators and regulators.
• Query and prepare data (SQL) and support data pipelines.
• Contribute to move to Databricks on Azure and collaborate cross-team.

Skills

Python for data work

SQL

Data modelling

Code testing

Education

Higher education in a quantitative subject

Tools

Databricks

Azure

Job description

NOBA Bank Group in Norway is seeking a Data Scientist for the IFRS9/Modelling team to help shape the credit risk models that quantify losses for millions of customers across six countries.

You will move between modelling, engineering, and analysis, implement production code with tests, build risk monitoring, and help migrate the engine to Databricks on Azure, delivering production-ready solutions.