Senior Data Scientist

Lending/Credit Risk

Sydney – Hybrid

$175k + Super

Our client, in the lending space, are looking for a skilled Data Scientist from a loan market/credit risk or insurance environment who will be responsible for the whole end-to-end model lifecycle from ideation to deployment and (if necessary) building and deploying ML applications for the business to serve themselves insights/ predictions.

Responsibilities

The work will focus on the following primary streams:

Maintenance and oversight of IFRS9 modelling (including any subsequent retrains, analytical deep dives)

Maintenance and oversight of scorecards (including any subsequent retrains, analytical deep dives)

Linking #1 and #2 with current and planned book composition and dealing with interested stakeholders in #1 and #2 such as line 2 credit risk and finance

Working with wider team on a series of initiatives determined by the exec

Resident expert in PD-EAD-LGD modelling

Skills and Experience

Expert knowledge in IFRS9 models: training, testing, evaluation and monitoring

Strong knowledge of scorecards: training, testing, evaluation and monitoring

Strong knowledge of implementing, training, testing, deploying and monitoring machine learning models

Building ML and Data applications and deployment

Strong software engineering skills (coding, version control, building, testing, design)

Strong knowledge of the Python data science stack, e.g., scikit-learn, pandas, numpy, scipy, matplotlib / seaborn

Strong verbal and written communication skills

Proven ability to explain complex technical ideas to non-technical stakeholders

Technical skills in Snowpark/Snowflake, Streamlit or Datarobot would be advantageous

If this opportunity speaks to you and your skills and experience directly align, please submit application with relevant CV attached.