Data Scientist
6 days ago
- Perform qualitative and quantitative validation on risk models, including machine learning models.
- Assess model logic, assumptions and technical approaches, and evaluate model implementation and performance.
- Perform data analysis and data quality check on large data sets through the use and/or development of algorithms.
- Manage validation process, including planning, executing project activities, monitoring milestones, and controlling quality of deliverables.
- Prepare validation reports and communicate to the management, auditors, and other related stakeholders.
- Establish and review policies and procedural guidelines regularly.
- Bachelor's degree or above in Financial Mathematics, Data Science, Statistics, Finance, Computer Science, Economics, or related disciplines.
- Minimum 3-4 years of experience in model-related activities, such as development implementation, application, or validation of varying models.
- Proficiency in Technical Tools, such as SQL and Python.
- Fluent in English, both verbally and written.
- Preferably has working experience in the Financial Services industry and model audit experience.
- Strong problem solving ability with passion for analytic excellence.
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