Data Scientist III
Core
Develop financial risk models and metrics to monitor credit, market, liquidity, and capital risks, supporting executive decision-making and sustainable growth.
Role type
Senior IC data scientist (financial risk & credit modeling)
Builds
Credit risk models, Expected Loss parameters (PD, LGD, EAD), and regulatory compliance frameworks
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
Credit cycle management, Expected Loss modeling, Regulatory risk modeling, Executive reporting, Multidisciplinary coordination, Ad hoc financial impact analysis
Preferred skills
Credit risk governance, IFRS 9 / CMN 4.966 regulatory frameworks, Intermediate English
Technologies
SQL, SAS, Python
Responsibilities
Lead strategic studies for credit cost optimization; Act as technical reference for credit risk indicators and methodologies; Identify risks and improvement opportunities across the credit lifecycle; Conduct technical assessments to support executive decision-making; Propose and develop Expected Loss model enhancements; Lead financial and regulatory impact analyses; Coordinate multidisciplinary discussions with Risk, Business, Finance, and Compliance teams.
Seniority
Senior, hands-on IC