The Bank is looking to solve the problem of forecasting, managing, and mitigating its potential risks by creating and maintaining key reports and conducting advanced analytics projects and research.
Requirements
- Knowledge of programming languages (e.g., R, Python, SAS, SQL, etc.) and software environments (e.g., GitHub, Apache Airflow, etc.) for data science.
- Knowledge of statistical inference, model development, and machine learning techniques.
- Knowledge of the financial services industry.
- Skill in using computer and Microsoft Office, including Word, Excel, PowerPoint, and Outlook.
- 1+ year experience with at least one of the following programming languages: R, Python, SAS, or SQL, required.
- Master’s degree, in computer science, economics, finance, data science or related quantitative field, or commensurate work experience, required.
- Ability to prepare written deliverables and presentations for board and management committees, senior leaders, and business unit managers.
Responsibilities
- Conducts in-depth analytical reviews of the Bank’s data, across all key risk areas.
- Works with large and complex data sets and identifies potential risks and solves challenging problems using a wide array of statistical and analytical approaches.
- Defines and tests potential solutions to improve the Bank’s management and understanding of potential risks.
- Creates and maintains executive and manager level risk related reporting and dashboards.
- Creates and maintains automated and version-controlled analytics pipelines for key reports, metrics, and analysis.
- Assists the Risk Data Engineering team to create stable, scalable data pipelines and identify key data elements and related data quality rules.
- Assists other Data Scientists in the Risk Management team by providing peer reviews and feedback, when necessary.
Other
- Master’s degree, in computer science, economics, finance, data science or related quantitative field, or commensurate work experience, required.
- Ability to demonstrate effective interpersonal, communication, and analytical skills.
- Ability to demonstrate creativity, critical thinking, initiative, and problem-solving skills.
- Ability to partner effectively with multiple business groups, corporate areas, auditors, and regulators.
- Ability to travel as needed for business purposes.
