Data Scientist - Credit Risk Model and PPU/SA Monitoring | Data & Analytics

Join the newly established Monitoring, Reporting and Modeling Framework Team to apply data-science skills and monitor credit risk models across retail and non-retail portfolios. Key responsibilities include monitoring own funds requirements, tracking model performance, analyzing root-causes of performance deterioration, and developing automated tooling for credit risk landscape monitoring. You will review and shape modeling frameworks, ensuring robust oversight of the entire model life cycle including IRB, IFRS 9, Stress Testing, and Economic Capital. The technical stack involves leveraging SQL, PowerBI, Python, PySpark, Azure, Databricks, and SAS to process large datasets and translate complex data into actionable reporting and insights for stakeholders.