Data Scientist - Data Wrangling

ROLE SUMMARY:

Construction of modelling and monitoring bases and data quality management for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.

ROLE DESCRIPTION:

·       Construct modelling databases and analyze the data quality for the same.

·       Identify and resolve medium to high-level issues around data collection, wrangling and data quality.

·       Detect and define database creation process enhancements, regularly.

·       Prepare, attend and contribute to process governance meetings with stakeholders – modelling and IT teams.

·       Train analysts.

EDUCATIONAL QUALIFICATION:

Masters in a quantitative subject such as Mathematics, Physics, Economics, Finance or Engineering, or a track record of performance that demonstrates this ability.

ROLE QUALIFIERS:

·       Understanding of data wrangling concepts like, cleaning, organizing, and transforming raw data into the desired format.

·       knowledge in Python, with desired exposure to SAS and/or R languages.

·       Desired familiarity with credit risk model data leveraged for PD, LGD and EAD model creation.

·       Demonstrated strong communication, and problem-solving skills.

·       Desired understanding of regulations governing data.

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