Lending Data Scientist

Project description - VR 122333

You will be part of a team of 6 FTE (called Fair Value team) that will be responsible, within the client Lending Tribe, for integrating Lending portfolios with clients dedicated Pricing architecture

Responsibilities

• As a Data Scientist, you will be responsible for:
• Designing, Developing and validating machine learning models
• Data processing

Skills

Must have

• Senior Data Scientist operating in a regulated financial environment.
• Strong knowledge of statistics, regression and time‑series methods.
• Translates quant concepts into robust data and model implementations.
• Designs production‑ready models and data transformations.
• Ensures explainability, traceability and reproducibility of outputs.
• Experienced with SOx‑critical data pipelines and controls.
• Independently validates results and supports model reviews.
• Contributes to design decisions and technical improvements.
• Acts as senior DS within the squad and collaborates closely with Quant, Java engineers and DevOps.
• Experience developer in Python and preferable also knowledge of Java.

Nice to have

• Communication: Strong communication skills to collaborate effectively with cross-functional teams and stakeholders.
• Linux Knowledge: Working knowledge of Linux, with experience in Red Hat Enterprise Linux (RHAT 8) being particularly valuable.