Enterprise People are currently seeking an experienced Data Modeller for a 9 Month WFH Contract.

The Data Modeller will join our client’s Decision Science Credit Risk Model Development Team who are responsible for all regulatory models including IRB, IFRS 9 and Pillar 2 as well as supporting our client’s strategy through the development of application scorecards, early warning systems etc. The team also contributes to capital forecasting (ICAAP), stress testing framework and pricing models.  

The Data Modeller will:

KEY RESPONSIBILITIES:

• Develop data driven and predictive models across Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD) and State of the Economy (SOE) models

• Utilise traditional statistical techniques and applying mathematical theory/concepts

• Build large datasets that are robust and efficient for use across Decision Science helping to maximise speed of developments through efficient coding and automation

• Produce high quality ‘value-add’ analysis and insights across data mining and trend analysis and developing optimum segmentation strategies

• Effectively communicate findings and insights gathered through model development to the Decision Science management team and internal partners

QUALIFICATIONS & EXPERIENCE:

• A 3rd Level Qualification

• 4+ Years’ experience in a Data Analysis or Data Science role

• Good SQL or SAS experience

• Knowledge of statistical techniques (such as regression, time series, decision trees, scorecards, experimental design etc);

• Stamp 4 or EU Passport holder

• Excellent communication and interpersonal skills

Please call Patrick Docherty at Enterprise People for more information.

Not an exact match for this role….

We are IT Recruitment Specialists with a number of live Contract and Permanent vacancies available. Please call Patrick Docherty at Enterprise People to discuss all suitable roles available.