Função

Senior Data Scientist – Scoring Centre (M/F)

Publicado a 17/11/2021

Banca & Finanças

Contabilidade e Finanças (Administração de Finanças)

Lisboa, LI

Descrição da Oferta

Wyser is the international company of the Gi Group that develops the recruitment and specialized selection of middle and senior level personnel. We are part of Gi Group, one of the leading international companies in services dedicated to the development of the labor market.


As the recruitment partners of Cetelem - major commercial brand of BNP Paribas Personal Finance – we are currently supporting them in the development in Portugal (Lisbon) of a Hub Analytics.

Present in more than 30 countries, BNP Paribas Personal Finance leads the personal and consumer credit business. In all markets, they value relationships, knowledge sharing and responsible action.


We are currently recruiting a Senior Data Scientist to be part of the Scoring Centre.

You will undertake projects to build risk prediction models:

Decisional scoring models: granting scores, behavioural scores, fraud detection scores

Basel regulatory models: PD, EAD and LGD models (according to Group guidelines)


  • As part of your modelling projects, you assess the needs expressed, define and propose the adapted deliverables and estimate their burden and time-frame through an implementation plan that takes into account the challenges and constraints; You use statistical modelling methods, analyse and explain the results;
  • You lead the project, keep track of the schedule and support the implementation and monitoring of the tools issued;
  • As part of the monitoring and optimization of the BNP Paribas Personal Finance score models, you participate in the monitoring campaigns of the scores: generation and analysis of monitoring results, diagnosis and action plan;
  • You are also responsible for conducting or analysing statistical studies related to risk prediction models. If necessary, you take part in analytical support missions to the Group's international entities and in the processing of audit recommendations relating to the Basel regulatory project;
  • In addition, you actively contribute to the transversal missions of the Scoring Centre: technological and methodological watch, regulatory watch, training, analytical support for the Group's international entities.

Are you the one we are looking for?

  • You have a degree in Mathematics or Statistics.
  • Have you a strong scientific background and at least 4 years of successful experience in a statistical / risk environment (preferably in a banking environment)?
  • Are you proficient in SAS or data lab and you have a strong knowledge of the main data science libraries and have already experienced machine models industrialization?
  • Are you able to work on several projects in parallel and are acknowledged for your accuracy?
  • Do you speak English?


If you have all this, a lot of desire, energy and good mood, then you are the one we are looking for...


We look forward to your application!


Applicants interested in complying with the requirements of Regulation (EU) 2016/679 (RGPD) are invited to read the privacy policy at www.wyser.pt.


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Industrial sector

Banca & Finanças

Código de Referência

6659

Consultor

Leonor Vilhena, é o nosso consultor que gere esta oportunidade.

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