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Senior Data Scientist - Spain

  • Job type: Permanent
  • Location: Madrid
  • Salary: Competitive
  • Job reference: 446463/003_1560443106
  • Sector: Selby Jennings, Risk Management
  • Date posted: 13/06/2019

Job Responsibilities:

  • Researching new and innovative techniques and strategies

  • Delivering advanced machine learning and deep learning to solve complex trading problems

  • Validation for regulatory models (AIRB, VAR/ Expected Shortfall and IMM)

  • Validation and test techniques for non- regulatory models (Pricing/ Valuation, IFRS9, Machine Learning/ AI)

  • Support various teams by assessing the components of the entire model lifecycle

Job Requirements & Skills:

  • University degree (MSc or PhD) in data science, artificial intelligence, econometrics, mathematics, physics or engineering

  • Experience in Artificial Intelligence / Machine Learning

  • Programming skills in Python / R / Matlab / SAS

  • Experience in model development and/or validation

  • Ability to confidently communicate with stakeholders

  • Strong analytical skills

  • Strong communication and presentation skills

  • Willingness to travel

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