Data Scientist [Integrated Risk Management]
我们正在寻找一个数据科学家,为我们的综合风险管理团队帮助开发出风险模型和分析框架,支持跨信用,金融和运营风险领域的关键业务决策。在这个角色中,你将在复杂数量挑战上工作,构建预测和诊断模型,并与整个组织中的利益相关者合作以提高风险可见性,投资组合性能和决策能力。面临你的挑战:· 制定和实施我们信贷组合的高级统计模型,无论是每账户还是总体水平来预测行为和优化表现 · 根据我们各类信用产品的账户,建立复杂的净现值 (NPV) 模型及其核心组件。· 模拟包括外汇位置,流动性,储备和其他资产负债表项目的关键金融指标,以支持强的财务管理。·分析和模拟不仅预期结果,还会有其偏差,分布和不确定性,认识到金融数据和风险数据本质上可能性;· 设计帮助组织识别,监测和减轻风险的诊断和预测模型。·与跨职业利益相关者合作,研究模型性能,了解对预期的偏差和改善决策过程 · 促进信用,金融和运营风险领域中定量方法及风险框架的发展 · 如何适合你:· 数学,计算机科学,数学,物理,经济学或其他相关学科中的士或博士学位 · 4年以上数据科学,数量分析,风险建模或类似角色实践经验 · 强有力的统计建模,概率理论和不确定性定量化理解 ·经验开发预测模型和与金融,风险或其他高度股票分析数据集工作 · 强大的 Python 或 R 语言熟练掌握以及对统计和分析库 (例如:潘达斯,NumPy,SciPy,统计模型,Scikit-learn)的经验 · 有了经典的统计方法,预测技术和现代机器学习方法的经验 · 经历仅专注于点估值而不是模拟分布,信心间隔和风险指标 · 具有解决问题的能力和独立驱动分析初步的能力
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We are looking for a Data Scientist for our Integrated Risk Management team to help develop risk models and analytical frameworks that support key business decisions across credit, financial, and operational risk domains. In this role, you will work on complex quantitative challenges, build predictive and diagnostic models, and partner with stakeholders across the organization to improve risk visibility, portfolio performance, and decision-making.
Challenges that await you:
- Develop and implement advanced statistical models for our credit portfolio at both per-account and aggregate levels to predict behavior and optimize performance
- Create sophisticated Net Present Value (NPV) models and their core components on a per-account basis for our various credit products
- Model critical financial metrics, including FX position, liquidity, reserves, and other balance sheet items to support robust financial management
- Analyze and model not only expected outcomes but also their deviations, distributions, and uncertainty, recognizing the inherently probabilistic nature of financial and risk data
- Design diagnostic and forecasting models that help identify, monitor, and mitigate risks across the organization
- Partner with cross-functional stakeholders to investigate model performance, understand deviations from expectations, and improve decision-making processes
- Contribute to the development of quantitative methodologies and risk frameworks across credit, financial, and operational risk domains
What makes you a great fit:
- M.S. or Ph.D. in a quantitative field such as Statistics, Computer Science, Mathematics, Physics, Economics, or a related discipline
- 4+ years of hands-on experience in Data Science, Quantitative Analytics, Risk Modeling, or a similar role
- Strong understanding of statistical modeling, probability theory, and uncertainty quantification
- Experience developing predictive models and working with financial, risk, or other highly stochastic datasets
- Strong proficiency in Python or R and experience with statistical and analytical libraries (e.g., Pandas, NumPy, SciPy, Statsmodels, Scikit-learn)
- Experience with classical statistical methods, forecasting techniques, and modern machine learning approaches when appropriate
- Experience modeling distributions, confidence intervals, and risk metrics rather than focusing solely on point estimates
- Strong problem-solving skills and ability to independently drive analytical initiatives from problem definition to implementation
- Excellent communication skills with the ability to explain complex concepts to both technical and non-technical stakeholders
Our ways of working:
- Innovative Spirit: a commitment to creativity and groundbreaking solutions
- Honest Feedback: valuing open, transparent communication
- Supportive Team: a strong, collaborative community
- Celebrating Achievements: recognizing our wins together
- High-Tech Environment: a team of smart and ambitious people who challenge the status quo of traditional finance
Our benefits:
- Relocation support to one of our hubs — Mexico, Cyprus, Spain, Serbia, or Georgia — with assistance for the employee and their family
- Work remotely from anywhere, provided you can maintain overlap with the first half of the business day in Mexico
- Healthcare Coverage
- Education Budget: language lessons, professional training, and certifications
- Wellness Budget: mental health and fitness activity reimbursements
- Vacation policy: 20 days of annual leave and paid sick leave
Originally posted on Himalayas