Data Scientist - PhD, Machine Learning
Our Analytics & Quantitative Modelling team provides a broad range of risk management, quantitative advisory, modelling and analytics. We are looking for people who are highly numerate with strong coding and credit risk skills who wish to apply these to banking projects.
You will be exposed to cutting edge bank risk and modelling work in a strategic, consulting and transactional context. Here you'll develop an impressive range of model risk and coding skills that will multiply your career opportunities.
Our practice has both breadth and technical depth, which is increasingly important in an ever changing regulatory landscape. You can expect to be involved in a number of key services, ranging from model risk management, validation, analytics, risk data, credit/impairment and concentration risk, together with assisting to develop new "go to market" service offerings and value propositions in evolving areas such as Stress Testing Validation.
The role holder will:
- Actively contribute to a wide range of risk and modelling projects;
- Collaborate across multi-disciplinary banking teams within the organisation;
- Manage small teams of junior resources/actuarial trainees as part of a larger project, including performance management and improve their modelling skills through on-the-job coaching;
- Have extensive client contact, including dealing with queries, attending meetings with support and working on client sites;
- Contribute to practice management, for example mentoring less experienced colleagues and involvement in developing the actuarial modelling centre.
- Successful applicants will demonstrate:
- The ability to apply knowledge in practical and commercial situations;
- A solid academic track record, ideally a degree in quantitative subject such as maths and computer science, or actuarial science with progress in actuarial exams;
- Experience of building modelling systems using SAS/SQL or other related packages;
- Strong communication skills.
- PHD in Mathematics, Statistics or other quantitative field strongly desired;
- or Master’s/Advanced Degree in quantitative field.
- 3-6 years’ experience (depending upon grade) of working in a banking or consulting environment within a risk management, credit risk or stress testing role.
- Ability to deal with senior stakeholders;
- Track record of managing deliverables and project teams, including ability to meet deadlines, manage budgets, overcome hurdles and manage stakeholder expectations;
- Ability to play a vital role in supporting business development and proposition development activities and maintain and develop a network, both internally and externally;
- Strong people management and client handling skills, including inter-personal sensitivity and influencing skills;
- Excellent communication, both verbal and written, and broad consulting skills;
- Strong report writing, presentation and PowerPoint skills.
- Strong quantitative and financial modelling skills;
- Deep knowledge of financial instruments, including valuation, and banking products;
- Knowledge of banking environment, regulation, e.g. Basel II/ III and IFRS 9, and front and back office operations/functions;
- Exposure to at least some of the following - risk management, credit risk modelling, stress testing, advanced Internal Ratings Based (IRB) based models, Basel II/ III, loss forecasting, scorecard development;
- Experience of model risk management and model validation;
- Proficiency in Excel/VBA and SAS;
- Confident handling and analysing large data sets;
- SQL and data visualisation experience is desirable.