Senior Data Scientist - IFRS9 ECL Validation | Hybrid

Justera Group; Solna kommun; Hybrid; SEK 900,000 - 1,200,000; Full time

Benefits offered by this job

Flexible hybrid work

25 days annual leave

Competitive compensation

Professional development

Cross-functional collaboration

Exposure to robotic technologies

Job summary

Justera Group is seeking an experienced Senior Data Scientist to support model validation activities within a highly regulated financial environment. You will bring strong expertise in IFRS 9, ECL methodologies, and advanced analytical modeling to ensure robust validation and governance.

You will collaborate with risk, finance, and analytics teams, prepare validation documentation, and contribute to evolving validation frameworks.

Qualifications

• Proven experience as a Data Scientist in complex analytical environments.
• Strong expertise in advanced statistical methods and ML techniques.
• In-depth knowledge of credit risk concepts and IFRS 9 regulatory frameworks.
• Experience with ECL model development and/or independent validation.

Responsibilities

• Perform independent validation of credit risk and IFRS 9 ECL models per regulatory requirements.
• Assess model design, methodology, assumptions, implementation and performance using advanced techniques.
• Evaluate robustness, stability and predictive power across portfolios and scenarios.
• Identify limitations and provide actionable recommendations to strengthen governance.
• Collaborate with risk, finance, and analytics to communicate validation outcomes.

Skills

Advanced statistics

Machine learning

Credit risk concepts

Model validation

Job description

Justera Group is seeking an experienced Senior Data Scientist to support model validation activities within a highly regulated financial environment. You will bring strong expertise in IFRS 9, ECL methodologies, and advanced analytical modeling to ensure robust validation and governance.

You will collaborate with risk, finance, and analytics teams, prepare validation documentation, and contribute to evolving validation frameworks.