Lead Data Scientist
WroclawLead Data Scientist
Wroclaw
NR REF.: 1159560
Your new company
This company is one of the largest custodian banks in the world. It is an international bank that has been at the center of the global financial markets for over 230 years, providing the world’s leading institutions the tools, capabilities, and services to be distinctive investors. This company has been actively building its department in Poland over the last few years and is looking to expand it even more.
Team overview
Comprehensive Capital Analysis & Review (CCAR) is a Federal Reserve requirement to perform stress testing to demonstrate banks have sufficient capital to withstand a severe economic stress event; results of the CCAR process inform firm’s ability to take capital actions such as paying dividends and share repurchases. Current Expected Credit Losses (CECL) is an approach used to calculate loan loss reserves reported on firm’s SEC financial statements (e.g., 10K, 10Q). CCAR Tech Team implements and executes CCAR and CECL financial analytics models covering forecasting (Balance Sheet, Macroeconomic Factors, Expense and Fee Revenue, etc.) and calculation (Market & Credit Risks, Risk Weighted Assets, Stress Capital Buffer Ratio, etc.) using analytics platform (compute cluster, GPU cluster, Spark/Hadoop, JupyterHub, Machine Learning(ML) toolkits, REST API, Micro-Services). Working hours – Standard working hours based on jurisdiction.
Your role
We have an exciting opportunity for a talented Data Scientist to join our team in Wrocław, Poland. As data scientist within the CCAR Tech team, you will be working in a fast-paced environment to implement and provide execution support for our CCAR/CECL models and analytics platforms. You will gain a thorough understanding of CCAR/CECL risk models and related financial analytics, and use your skills and expertise for implementing models, creating visual analytics presentation deck and investigating and supporting financial results.
As a successful candidate you will be given an opportunity to acquire and develop knowledge from related fields:
Qualifications
Our offer
What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV.
Wroclaw
NR REF.: 1159560
Your new company
This company is one of the largest custodian banks in the world. It is an international bank that has been at the center of the global financial markets for over 230 years, providing the world’s leading institutions the tools, capabilities, and services to be distinctive investors. This company has been actively building its department in Poland over the last few years and is looking to expand it even more.
Team overview
Comprehensive Capital Analysis & Review (CCAR) is a Federal Reserve requirement to perform stress testing to demonstrate banks have sufficient capital to withstand a severe economic stress event; results of the CCAR process inform firm’s ability to take capital actions such as paying dividends and share repurchases. Current Expected Credit Losses (CECL) is an approach used to calculate loan loss reserves reported on firm’s SEC financial statements (e.g., 10K, 10Q). CCAR Tech Team implements and executes CCAR and CECL financial analytics models covering forecasting (Balance Sheet, Macroeconomic Factors, Expense and Fee Revenue, etc.) and calculation (Market & Credit Risks, Risk Weighted Assets, Stress Capital Buffer Ratio, etc.) using analytics platform (compute cluster, GPU cluster, Spark/Hadoop, JupyterHub, Machine Learning(ML) toolkits, REST API, Micro-Services). Working hours – Standard working hours based on jurisdiction.
Your role
We have an exciting opportunity for a talented Data Scientist to join our team in Wrocław, Poland. As data scientist within the CCAR Tech team, you will be working in a fast-paced environment to implement and provide execution support for our CCAR/CECL models and analytics platforms. You will gain a thorough understanding of CCAR/CECL risk models and related financial analytics, and use your skills and expertise for implementing models, creating visual analytics presentation deck and investigating and supporting financial results.
As a successful candidate you will be given an opportunity to acquire and develop knowledge from related fields:
- Collaborate with stakeholders throughout the organization to develop project plans of delivering objects and timelines of model development and implementation.
- Develop risk models in Python/R used by risk teams for regulatory stress testing submission and company risk management. Design and build the execution workflow of models to forecast Balance Sheet, Fee Revenues, Macroeconomic Factors, Expense and calculate risk metrics under various stress scenarios, sensitivity & attribution analysis.
- Coordinate with different functional teams to implement models and coordinate coding, testing, implementation and documentation of financial models.
- Develop processes and tools to monitor and analyze model performance to ensure the expected application performance levels are achieved. Also, apply various statistical and analytical tests for validating models and results.
- Develop presentation decks using visual analytics tools and techniques. (JupyterHub/Python)
- Apply data mining, data modelling and machine learning techniques to analyze large financial datasets and enhance the model performance.
Qualifications
- Bachelor/Master/PhD's Degree in a quantitative field (computer science, financial engineering, mathematics, data science or engineering)
- Experience using one or more programming languages (Python, R, C++, Java, Matlab, etc.) and manipulating data using SQL and Pandas
- Excellent written and verbal communication skills for coordination across teams
- Understanding of design, development and implementation of mathematical, financial risk and ML models
- 0 - 4 years of experience in a related field based on education level
- Nice to have knowledge of advanced statistical techniques and concepts (regression, time series analysis, statistical tests, etc.)
Our offer
- Full time contract of employment
- City Centre locations close to main railway station and flexible working arrangements
- Flexible benefits package, including life and medical insurance, health screening, fitness discount programme and employee assistance program
- Award-winning Wellbeing Program supporting you with your unique health needs
- Pension scheme
- On-site childcare and a parental buddy programme
- Exciting opportunities for career and global mobility
- Diverse and inclusive environment
- Employee Referral Program
- Recognition programmes
- A multitude of opportunities to get involved in charity projects and Employee Resource Groups (ERGs)
What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV.
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