Data Scientist, Predictive Modeling in Credit Risk - SCF HQ
Santander Boadilla del Monte, Community of Madrid, Spain
Overview
SCF Headquarters Models is looking for a Data Scientist, Predictive Modelling and Statistics in Credit Risk based in our European offices (Madrid based).
What You Will Be Doing
As a Data Scientist, Predictive Modelling and Statistics in Credit Risk you will develop, monitor and maintain models, with a first focus in Credit Risk models in Santander Consumer Finance. You will help across multiple fronts:
* Development of risk models (admission, behaviour, fraud, propensity/affordability, stress, capital, provisions, residual value, etc.): plan and execute models workplans, develop models according to internal standards and guidelines, sponsor needs, and regulatory requirements;
document and deliver materials;
support during implementation phases and securitization processes.
* Monitoring of risk models performance and reporting: execute/assist monitoring reports;
analyze results and propose necessary actions.
* Maintenance of risk models: recalibrate, adjust, time window updates, and other actions based on monitoring results and sponsor needs.
* Governance of risk models: support governance processes and supervisory exercises (Internal Validation, Internal Audit, ECB/NCAs), ensuring recommendations/obligations are met timely.
* Transformation and evolution projects: participate in local/global projects related to digital transformation (Data as a Service, platform migrations, automation, etc.).
* Adaptation of standards and guidelines to SCF idiosyncrasies and proposing new ones for digital approaches.
Experience
2-4 years of experience in modelling in the Finance field or similar;
Data Science/Big Data experience;
Credit Risk, Operational Risk and Market/ALM knowledge valuable;
expected loss valuable.
Education
Quantitative education oriented (Engineering, Physics/Math/Programming/Statistics/Economics/Insurance), master in Finance, Quantitative Finance, Data Science / Big Data / Machine Learning / Artificial Intelligence / Digital Transformation.
Skills & Knowledge
Fluent English (C1), spoken and written;
high level of programming skills in SAS, Python, R, etc.;
project management skills valuable (PMI, Agile);
ability to work in multicultural environments.
EEO / Inclusive Statement
Santander is proud of being an organization where there are equal opportunities regardless of gender identity, culture and disability. Our mission is to help more people and businesses prosper.
Employment details
* Seniority level: Entry level
* Employment type: Full-time
* Job function: Finance, Analyst, and Information Technology
Note: This description reflects current expectations and does not guarantee a job offer or continued employment.
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