Created about 1 month ago
Scotiabank Scotiabank

Non-Retail Model Specialist and Retail Model Validation - Temporary - Scotiabank


  • Carlos David Sánchez Bances
  • Bruno Manuel Cavagnaro Olcese
2 Applicants

Peru | Lima

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Job details

These are the details of the job, consider each of them before you apply.

  • Company: Scotiabank
  • # Data Scientists to Hire: 1
  • Type of Job: Tiempo-Completo
  • Salary: Salary to be Agreed
  • Aditional Compensation: Otras Formas
  • How urgently do they need the vacancy?: 2 a 4 semanas
  • Remote?: Una locación fija

Job Description:

Non-Retail Model Specialist and Retail Model Validation - Temporary

Thank you for your interest in becoming part of Scotiabank Peru and we appreciate your application. We are looking for talented people who want to grow and achieve the objectives of our organization, and we wish you much success in this process!

Responsibilities

  • It promotes a customer-centric culture in order to deepen customer relationships and leverage the Bank's extensive relationships, systems and knowledge.
  • Executes validation of Retail credit risk models of Admission, Behavior, Collections and Revenue Estimators, according to NSB practices and standards and local regulatory requirements.
  • Periodically reviews the Admission and Behavioral credit risk models to guarantee the performance of the models, through indicators of discrimination, adjustment in the prediction and stability of the population, which allow to see if the model still behaves within the acceptance ranges.
  • Develops, implements and monitors the Non Retail models, for the decision making in the credit allocation. The models will be developed for the entire credit life cycle of Non Retail customers: admission, behavior and collections.
  • Prepares and analyzes the information for the calculation of provisions under BNS books (IFRS9 Non Retail), executes optimization and automation actions for the monthly, preliminary and final report.
  • Develops the Stress Test model of SBP and CSF portfolios based on the regulatory requirement and BNS practices. This process involves a close coordination with the Finance Area for the development of the capital requirement in each institution, the analysis of the results and the proposal and action plan of the results.
  • It develops, implements and monitors regulatory and operational risk models, and analyzes the results to be presented to the CRO.
  • Understands the Bank's risk culture and how risk appetite should be considered in daily activities and decisions.
  • Actively conducts effective and efficient operations in their respective areas, while ensuring the adequacy, compliance and effectiveness of day-to-day business controls to meet obligations to reduce operational risk, risk of regulatory non-compliance, risk of money laundering and terrorist financing, and risk of conduct, including the responsibilities set out under the Operational Risk Management Framework, the Non-Compliance Risk Management Framework, the International Handbook on the Prevention of Money Laundering and Financing of Terrorism and the Guidelines for Business Conduct.

Requirements

  • Professional of the careers: Statistics, Mathematics, Economics, Systems Engineering or similar. Master's degree desirable (Finance, Statistics).
  • Minimum Experience: 2 years in positions of similar responsibility. Experience in the construction and/or validation of credit risk models. Experience in automating credit risk modeling processes.
  • ? Knowledge of statistical credit risk models and their automation at an advanced level.
  • Skills in Data Scientist Computing, database management and SQL programming; SAS, R, Python and other statistical software. MS Office, SQL, R, SAS, Statistical Packages (advanced level).
  • English language skills (advanced level).
  • We offer a good work environment, superior benefits to those of the law, the opportunity to carry out volunteer work and/or social responsibility activities. Scotiabank is considered the best financial group to work in Peru and with international presence.


We appreciate your interest; however, only candidates selected for interviews will be contacted.

**Scotiabank is an inclusive company that respects diversity and does not discriminate in any way.

Seniority Level
Entry level

Industry
Banking 
Information Technology & Services 
Capital Markets

Employment Type
Full-time

Job Functions
General Business
Management 
Business Development


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