Data Scientist [Integrated Risk Management]
New
P
Plata CardFinancial Services
Worldwide, Overlap with the first half of the business day in Mexico.Full-TimeSenior
Salary not disclosed
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Job Details
- Experience
- 4+ years
- Required Skills
- PythonNumpyPandasRscikit-learn
Requirements
- M.S. or Ph.D. in a quantitative field (e.g., Statistics, Computer Science, Mathematics, Physics, Economics).
- 4+ years of hands-on experience in Data Science, Quantitative Analytics, or Risk Modeling.
- Strong understanding of statistical modeling, probability theory, and uncertainty quantification.
- Experience developing predictive models with financial, risk, or stochastic datasets.
- Strong proficiency in Python or R.
- Experience with statistical and analytical libraries (e.g., Pandas, NumPy, SciPy, Statsmodels, Scikit-learn).
- Experience with classical statistical methods, forecasting techniques, and machine learning.
- Experience modeling distributions and confidence intervals.
- Ability to independently drive analytical initiatives.
- Excellent communication skills for technical and non-technical stakeholders.
Responsibilities
- Develop and implement advanced statistical models for the credit portfolio at per-account and aggregate levels.
- Create sophisticated Net Present Value (NPV) models for various credit products.
- Model critical financial metrics, including FX position, liquidity, and reserves.
- Analyze and model expected outcomes, deviations, distributions, and uncertainty.
- Design diagnostic and forecasting models to monitor and mitigate organizational risks.
- Partner with cross-functional stakeholders to investigate model performance and drive decision-making.
- Contribute to the development of quantitative methodologies and risk frameworks.
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