Senior Data Scientist developing advanced machine learning models to solve complex business problems at Kyndryl's AI Innovation Hub in Spain. Leading model lifecycle with collaboration among AI architects and engineers.
About the role
- Design, develop and implement statistical models and data-driven solutions for enterprise clients
- Work on risk modeling, portfolio optimization, and regulatory capital management across treasury, wholesale banking, and corporate lending
- Develop and implement risk models for treasury operations, corporate lending, wholesale banking, and liquidity management
- Build RAROC and RAC optimization frameworks to improve risk-adjusted returns and capital allocation
- Create statistical models for corporate credit risk, including PD, LGD, and EAD models for lending decisions and portfolio management
- Provide subject matter expertise on Basel requirements, regulatory capital models, and stress testing frameworks
- Partner with business stakeholders in treasury, risk, and corporate banking to translate business requirements into statistical solutions
Requirements
- 8+ years of experience in data science and statistical modeling within banking/financial services
- Proven track record developing risk models for corporate banking, wholesale banking, or treasury functions
- Advanced degree in Statistics, Mathematics, Data Science, or related quantitative field preferred
- Strong proficiency in Python and relevant statistical/ML frameworks but deep understanding of underlying statistical concepts
- Hands-on experience with regulatory capital models and Basel framework
- Strong problem-solving skills and attention to detail
- Proven experience building and deploying risk models in production banking environments and serving as subject matter expert for clients
Benefits
- Competitive salary and performance bonuses
- Comprehensive health insurance
- Professional development and certification support
- Opportunity to work on cutting-edge AI projects
- International exposure and travel opportunities
- Flexible working arrangements
- Career advancement opportunities in a rapidly growing AI company
Job title
Job type
Experience level
Salary
Not specified
Degree requirement
No Education Requirement
Tech skills
Location requirements
BY
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