• EUR55000 - EUR60000 per annum
  • Madrid, Spain
  • Permanent, Full time
  • Selby Jennings UK
  • 2019-06-13

Senior Data Scientist - Spain

  • Location: Madrid, Spain
  • Salary: EUR55000 - EUR60000 per annum
  • Job Type: Full time

A leading global investment bank who are a massive player throughout Europe, are currently seeking a Data Scientist to join their international model risk team in Madrid. They are setting up a new function in Madrid, so this is a very exciting opportunity. They have an exceptional brand name in the European banking market and are looking for a seasoned professional ideally with experience of utilising machine learning to enhance financial trading models.

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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