What are the responsibilities and job description for the Data Scientist - Contract position at hireVouch?
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 :
Qualifications :
