Senior Data Scientist - Spain Senior Data Scientist - Spain …

Selby Jennings UK
in Madrid, Madrid, Spain
Permanent, Full time
Last application, 17 Aug 19
EUR55000 - EUR60000 per annum
Selby Jennings UK
in Madrid, Madrid, Spain
Permanent, Full time
Last application, 17 Aug 19
EUR55000 - EUR60000 per annum
Selby Jennings UK
Senior Data Scientist - Spain

 

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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