Data Scientist (Risk)

Requirements

• A degree in mathematics, statistics, economics, finance, machine learning, computer science, or engineering
• Experience in Credit Risk Modelling for Mortgages for IRB, Capital, ECL, Stress Testing
• Excellent knowledge of data science tools, including Python, SQL, and production tools
• Knowledge in mathematics and statistics
• Experience building statistical and/or machine learning models
• Familiarity with Risk Theory and financial products in the Credit Risk area
• Experience in the Finance sector, having worked in a bank or other financial company

Nice to have

• A PhD with relevant research experience

What you'll be doing

• Developing and maintaining methodologies and policies for Credit Risk Modelling
• Building models for ECL, Capital and Stress Testing for Mortgages
• Delivering real impact to the product through rigorous data-driven solutions
• Collaborating with product owners, engineers, and data scientists to continually solve complex data problems

Compensation range

• Vilnius: €5,500 - €6,500 gross monthly*
• Lithuania: €5,500 - €6,500 gross monthly*
• Other locations: Compensation will be discussed during the interview process

*Final compensation will be determined based on the candidate's qualifications, skills, and previous experience