Project description
You will be part of a team of 6 FTE (called Fair Value team) that will be responsible, within the client Lending Tribe, for integrating Lending portfolios with clients dedicated Pricing architecture
Responsibilities
- As a Data Scientist, you will be responsible for:
- Designing, Developing and validating machine learning models
- Data processing
SKILLS
Must have
- - Senior Data Scientist operating in a regulated financial environment.
- Strong knowledge of statistics, regression and time‑series methods.
- Translates quant concepts into robust data and model implementations.
- Designs production‑ready models and data transformations.
- Ensures explainability, traceability and reproducibility of outputs.
- Experienced with SOx‑critical data pipelines and controls.
- Independently validates results and supports model reviews.
- Contributes to design decisions and technical improvements.
- Acts as senior DS within the squad and collaborates closely with Quant, Java engineers and DevOps.
- Experience developer in Python and preferable also knowledge of Java.
Nice to have
• Communication: Strong communication skills to collaborate effectively with cross-functional teams and stakeholders.
• Linux Knowledge: Working knowledge of Linux, with experience in Red Hat Enterprise Linux (RHAT 8) being particularly valuable.