Data Scientist - Risk Rating Model Developer - Remote

Overview

Credit, Climate and Obligor Risk Analytics (CORA) is seeking a skilled Model Developer to join our Risk Rating Analytics (RRA) team. This position offers high visibility, potential for advancement within a leading financial institution, and opportunities to collaborate with stakeholders across the globe.

In Short

• Conduct comprehensive data exploration and validation.
• Perform rigorous data analysis and mining.
• Collaborate with Technology teams to resolve data-related challenges.
• Develop and implement statistical models for data evaluation.
• Evaluate multiple modeling methodologies for project development.
• Conduct thorough model testing for robustness and accuracy.
• Lead annual model reviews and performance assessments.
• Communicate complex model results to various audiences.
• Prepare responses to inquiries from regulators and internal audit.
• Adhere to internal policies and exercise ethical judgment.

Requirements

• Master's degree in a related field.
• 2+ years of experience in a quantitative role.
• Proficient in Python, R, or other object-oriented languages.
• Experience in credit risk model development.
• Strong communication skills.
• Ability to manage multiple projects concurrently.
• Detail-oriented and self-motivated.
• Understanding of Accounting and Corporate Finance principles.
• CFA or FRM certification is a plus.

Benefits

• Private Medical Care Program.
• Life Insurance Program.
• Pension Plan contribution.
• Paid Parental Leave Program.
• Sport Card and Holidays Allowance.
• Access to learning and development resources.
• Annual performance-related bonus.
• Opportunities for team recreation activities.
• Special offers and discounts for employees.
• Commitment to a diverse and inclusive workplace.