Data Science Advisor, Model Development - Dell Bank International d.a.c.

Job description

Data Science Advisor, Model Development - Dell Bank International d.a.c.

Background:

Dell established a new financial services business, Dell Bank International, in 2013 to provide financial services support to its EMEA customers. The bank manages a rapidly growing commercial leasing and loan portfolio with exposure to 18 EMEA countries. Dell Bank International d.a.c. is regulated by the Central Bank of Ireland.

Summary of Role:

Dell Bank International is seeking a Data Science Advisor to join the Model Development group within the bank's Decision Sciences team. The successful candidate will work closely with DFS Global Credit Services & Decision Sciences teams to develop new processes & procedures to ensure the bank's modelling methods are best in class. The unit will be responsible for methodology development related to market risk and credit risk for the bank. Model Development will own the process of developing mathematical methodologies, building software prototypes, and working closely with finance and IT throughout the bank to implement the final models.

Key Responsibilities/Accountabilities
· Assist in the development of new credit scoring models (application & behavioural) across 18 EMEA countries.
· Development and maintenance of IFRS 9 expected loss provision models.
· Support the implementation of scorecards from production through UAT and deployment.
· Monitor and analyse scorecard performance, application profile, scorecard metrics and portfolio performance metrics.
· Develop and maintain scorecard documentation, policies and procedures
· Conduct periodic training, research and development of new models, methodologies and scorecard/model business usage.
· Data retrieval and manipulation, perform regular analysis and report generation, and maintain automated applications.

Desired profile

Hiring Profile
Essential
·  Graduate degree in risk related field (Quant Finance, Mathematics, Statistics)
·  1-3 years' experience of scorecard model development or validation in a banking or financial services environment
·  SAS or SQL programming knowledge an advantage
·  Comprehensive knowledge of risk principles and procedures
·  Experience with statistical modelling and analytic techniques
·  Familiarity with Basel Initiative, regulatory matters and stress testing
·  IFRS9 model knowledge a plus.
Dell is an Equal Opportunity Employer and Prohibits Discrimination and Harassment of Any Kind:
Dell is committed to the principle of equal employment opportunity for all employees and to providing employees with a work environment free of discrimination and harassment. All employment decisions at Dell are based on business needs, job requirements and individual qualifications, without regard to race, color, religion or belief, national, social or ethnic origin, sex (including pregnancy), age, physical, mental or sensory disability, HIV Status, sexual orientation, gender identity and/or expression, marital, civil union or domestic partnership status, past or present military service, family medical history or genetic information, family or parental status, or any other status protected by the laws or regulations in the locations where we operate. Dell will not tolerate discrimination or harassment based on any of these characteristics.

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