Risk Modelling Data Scientist

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Advanzia Bank

Design, implement and maintain different machine learning models for application scoring, behavioural scoring, etc.;
Collect data from in-house databases for qualitative and quantitative data analysis;
Ensure the statistical validation of data used for analytics and modelling;
Optimise the reward relationship within the bank’s credit portfolio;
Prepare memos, presentations and reports for the Credit Risk Committee;
Participate in the meetings of the Credit Risk Committee and assist in the decision process;
Produce reports and monitor KPIs.

Master’s degree, preferably in mathematics, statistics, or any quantitative field;
Ideally three years’ professional experience in banking, finance or advisory with focus on financial analytics and modelling;
Knowledge of statistical and machine learning modelling;
In-depth knowledge of quantitative and statistical analysis, knowledge related to consumer behaviour and/or risk management is considered a plus;
Proficiency in different statistical tools and methodologies, particularly R, Python and SQL;
Fluency in English is essential; German is a plus;
Strong analytical and numerical skills: Ability to collect, process and analyse data to understand complex concepts and to draw reasonable conclusions;
Collaboration and teamwork: A natural team player who thrives in a flat organisational structure, values input from all levels and actively contributes to the collective success of the team;
Self-motivation and drive: Dedicated and motivated to achieve both individual and team goals, with a commitment to excellence and continuous improvement;
Ownership and accountability: Demonstrates a proactive approach in taking responsibility for tasks/outcomes, with a focus on seeing projects through to completion;
Results-oriented: Focuses on delivering tangible outcomes within the budget and deadlines;
Efficiency and simplicity: Ability to design and implement lean, agile processes to create simple and accessible solutions.