Senior/Lead Data Scientist -Credit & Finance Model Validation

Overview

In this role you will independently validate credit risk and finance models, challenging their conceptual soundness, data integrity, and regulatory compliance. You will collaborate with data scientists, ML engineers, and product stakeholders to communicate risks and document validation outcomes, driving governance standards. You will advance agentic AI tools to accelerate validation and stay ahead of trends in risk modelling and AI technologies. The role combines hands-on validation with governance and cross-functional partnership to protect model integrity and business impact.

Responsibilities

• End-to-end validation of credit risk, finance, and other models, including data integrity, feature engineering, and deployment aspects
• Replicate model development processes when needed and conduct challenger analyses
• Collaborate with data scientists, ML engineers, and product stakeholders to understand business context and communicate risks
• Provide actionable recommendations and document validation outcomes per governance standards
• Contribute to continuous enhancement of agentic AI tools to automate documentation and streamline analyses
• Maintain and improve model risk management frameworks aligned with regulatory expectations
• Stay current with trends in credit/finance modelling and AI/ML technologies

Key requirements

• Advanced degree in a quantitative field or equivalent experience
• 3+ years in credit risk and/or IFRS9/CECL impairment modelling
• Strong technical skills in statistical and ML models for credit risk
• Proficiency in Python, SQL, Spark, and AWS
• Excellent analytical, problem-solving, and decision-making abilities
• Strong communication and stakeholder management skills
• Knowledge of regulatory requirements for model risk management

• communication
• stakeholder management
• problem-solving
• Python
• SQL
• Spark

…