Data Scientist focusing on building and improving tools for credit risk management at FCC. Analyzing complex data to design and validate analytical models for risk assessment.
Responsibilities
Design, develop, validate, and maintain credit risk models, including Internal Rating and Operational Credit Risk Models, Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD), and analyze how these components interact
Unlock insights from complex internal and external data to support data‑driven decision‑making
Apply advanced analytics techniques (e.g., statistical modeling, machine learning, forecasting) to identify risks and opportunities
Translate complex analytical outputs into clear, practical insights for non‑technical stakeholders
Collaborate with business leaders, technology teams, and external partners to implement analytics solutions in production
Apply strong analytical judgment and rigor to reduce ambiguity and support strategic and operational decisions
Requirements
Bachelor’s degree in finance, economics, mathematics, statistics, actuarial science, computer science, agriculture, or a related field
4+ years of experience in data science, analytics, or risk modeling, including experience in developing credit risk models
Strong understanding of Internal Rating, PD, LGD, and EAD, and their role in credit risk measurement frameworks, including IFRS 9 and Economic Capital
Proven experience building, validating, and interpreting statistical or predictive models
Strong foundation in statistics, mathematics, and analytical problem‑solving
Proficiency with tools such as SQL, SAS, R, Python, Power BI, or similar technologies
Ability to communicate complex analytical concepts clearly and influence decision‑making
Strong collaboration and communication skills in cross‑functional environments
Strong written communication skills, with experience producing clear, high-quality model development and validation documentation
Benefits
Competitive total rewards packages: market-aligned and performance-based salary and incentive programs
Flexible and comprehensive group benefit and savings plans
Well-being support through benefits and wellness programs
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