Data Scientist
Durham

  • Salary:
  • Job ID: 165484
  • Category: IT

NRG are working with a pioneer in the financial services industry

This is a newly created Data Scientist position where you will assist the wider analytics team in a range of analytical activities, including:

 

Key Accountabilities/Responsibilities:

 

• Delivering predictive models that generate significant uplift in business performance and/ or provide an enhanced customer experience

• Delivery analysis to support key strategic projects

• Delivery of analysis to support regular reporting requirements

• Delivering ad hoc analysis to provide key insight into business performance

• Developing and implementing various types of predictive models, segmentation strategies, optimisation algorithms and data mining analysis including:

o Predictive models and analysis to drive pricing and liquidity management

o Supporting regulatory and compliance initiatives within risk such as IFRS9 & IRB models and stress testing

o Credit Risk scorecards

o Simulation models to help optimise operational processes and quantify and manage operational risks.

• Delivering end-user solutions to enable customers to utilise predictive models to perform what-if analyses

• Monitoring and maintaining models to ensure that they remain fit for purpose

• Providing peer review and challenge to analysis and models developed by other members of the team

 

Essential Capabilities/Experience:

 

• Degree in a numerate discipline (e.g. Maths/Statistics/Economics or similar) with a high degree of statistics

• Sound understanding of one or more of the following modelling techniques - collaborative filtering, support vector machines, neural networks, linear and logistic regression, decision trees, random forests

• Experience of data analysis tools, such as SQL, R, Python, SAS or similar

• Good working knowledge of MS Excel