Data Scientist

Job description

Our client within the Global financial service is looking for two Data Scientists to join their Credit Risk management team. They are looking for a Data Scientist and a Senior Data Scientist.

Responsibilities will include -

  • Manage and maintain the current credit risk model including PD/LGD/EAD, IFRS9 models, acquisition scorecards, collection models, and other credit risk factor models.
  • Support the model development projects on credit scoring, IFRS9 models, loss prediction and other modelling techniques to enhance credit decision making as well as optimise collections and recovery activities.
  • Provide analytical expertise and support by participating internal projects such as risk system upgrade and database migration to Cloud.
  • Contribute to the Financial planning processes e.g. loss & IFRS9 compliant reserve forecasting, recovery forecasting, capacity planning etc.
  • Partnering with Credit Risk Teams to support credit strategies through account level performance-based analytics and design of appropriate champion/challenger tests as well as preparing policy options/changes/recommendations based on analytics and/or regulatory requirements.

Skills & Experience -

  • A degree in quantitative disciplines such as statistics, actuarial science, etc.
  • Experience in quantitative reporting, analysis, or risk modelling.
  • Strong experience in statistical model building and scorecard development is preferred.
  • Strong analytical skills, experience in business use of statistics is a pre-requisite as is strong working knowledge of SAS, SQL, Excel. (R and Python are advantageous)
  • Strong communication skills, both written and verbal, able to articulate complex analytical information.
  • Ability to maintain high standards of accuracy and work under pressure to achieve deadlines.

Please contact Rhiannon Murphy on 0438 402 202 or rhiannon.murphy@randstad.com.au for more information. Due to the high volume of applications should you not receive a response within 7 days please assume your application has been unsuccessful.

At Randstad, we are passionate about providing equal employment opportunities and embracing diversity to the benefit of all. We actively encourage applications from any background.

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