Data scientist, predictive modeling, madrid
Role details
Job location
Tech stack
Job description
will develop, monitor/a and maintain models, with a first focus in Credit Risk models in Santander Consumer Finance. We need someone like you to help us in different fronts: 1. Development of risk models (admission, behaviour, fraud, propensity/affordability, stress, capital, provisions, residual value, etc. ): Plan and execute models workplans agreed with different sponsors develop models according to internal standards and guidelines, different sponsors needs and regulatory requirements, subject to data availability and data Quality document and deliver the materials according to internal Group/local standards support/participate during implementation phase (pre-production, allocation, etc. ) Securitization processes support etc. 2. Monitoring of risk models performance and report: execute and/or support the execution of monitoring reports analyze the results of the monitoring on a proper and timely manner, proposing the actions which are needed in each case. 3. Maintenance of Risk models: assure an adequate maintenance of models in force executing the actions which are needed in each case (recalibrate, adjust, time window updates, etc. ) According to the results of the models monitoring, internal standards and different sponsors needs. 4. Governance of risk models: accompany the governance processes and supervisory exercises (Internal Validation, Internal Audit, ECB/NCAs), assuring that the recommendations/obligations related to the development and maintenance of models are met on a proper and timely manner. 5. Transformation and evolution projects: participate and/or sponsor local and global projects related to the digital transformation strategy in SCF (Data as a Service, migrations to new platforms, bottom-up approaches in stress models, industrialization/automation, etc. ). 6. Adaptation of standards and guidelines to SCF idiosyncrasy and propose new ones for digital approaches. EXPERIENCE 2-4 years of experience in modelling in Finance
Requirements
field or similar needed Data Science/Big Data needed Credit Risk, Operational Risk and Market/ALM knowledge valuable expected loss valuable. EDUCATION Quantitative education oriented (Engineering, degree Physics / Maths / Programming / Statistics / Economics / Insurance), master in Finance, Quantitative Finance, Data Science / Big Data / Machine Learning / Artificial Intelligence / Digital Transformation SKILLS KNOWLEDGE Fluent English (C1), spoken and written high level of programming skills in different languages (SAS, Python, R, Others) project management skills valuable (PMI, Agile, etc) team work multicultural environments Python, R, Visita: https://www. Tecnoempleo.Com/data-scientist-predictive-modeling-santander/python/rf-4d3617f0e25fe335b048?lang=es&utm_source=general