Our client is looking for a Credit Data Scientist (Manager) to join the Credit Risk team within their London office. The Manager will lead client engagements and internal projects and take the lead in identifying and developing potential business opportunities on existing engagements.
As a Manager you will be involved in the following activities:
Participating in quantitative risk engagements, primarily along the credit life cycle
Working effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress
Assisting in the preparation of reports and schedules
Developing and maintain productive working relationships with clients
Contributing and driving the development of different aspects of the Trusted AI solution
Conducting performance reviews and contributing to performance feedback for staff
To qualify for the role you must have:
Experience in Financial Services, either as part of an institution, or as a regulator of such institutions
Strong academic background including at least a Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent
Knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing
Knowledge of Credit Risk and Financial Services Regulation
Experience in any of the following software development environments: Python / R / SAS / SQL / R / Matlab
Knowledge of standard Machine Learning techniques, and their potential applications
Strong analytical problem-solving skills
Project management and excellent report writing skills