Match score not available

Data Scientist-Consultant

Remote: 
Full Remote
Contract: 
Work from: 

Datavail logo
Datavail http://www.datavail.com
1001 - 5000 Employees
See all jobs

Job description

Job Description

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:

  • Experience developing PD, LGD, EAD parameter models. Familiarity with IFRS9 modelling frameworks and guidelines
  • Overall 7+ of experience

Qualifications:

  • Bachelors degree

About Us

Datavail is a leading provider of data management, application development, analytics, and cloud services, with more than 1,000 professionals helping clients build and manage applications and data via a world-class tech-enabled delivery platform and software solutions across all leading technologies. For more than 17 years, Datavail has worked with thousands of companies spanning different industries and sizes, and is an AWS Advanced Tier Consulting Partner, a Microsoft Solutions Partner for Data & AI and Digital & App Innovation (Azure), an Oracle Partner, and a MySQL Partner.

Required profile

Experience

Spoken language(s):
English
Check out the description to know which languages are mandatory.

Data Scientist Related jobs