SENIOR DATA SCIENTIST
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Position Title: Senior Data Scientist
Job Summary:
- Responsible for developing advance analytics, machine learning, artificial intelligence (AI) and data-driven solutions that enhance Bank’s risk management capabilities. The role leverages both classical statistical methodologies and machine learning techniques to develop innovative analytical solutions that will transform complex data into actionable insights that will enhance decision-making, regulatory compliance and risk governance.
Role Exposure:
- Data Science & Advance Analytics:
- Design and develop machine learning, artificial intelligence and advance analytical solutions to support enterprise-wide risk management objectives
- Analyze large and complex datasets to identify risk patterns, trends, anomalies, concentrations, and emerging threats
- Develop proof-of-concept models, analytical frameworks, and prototype solutions that can be transferred to the relevant Quantitative risk teams for deployment
- Apply a broad range of analytical methodologies, including classical statistical techniques and modern machine learning approaches to improve risk identification and forecasting
- Explore emerging technologies and analytical methodologies to strengthen the Bank’s risk analytics capabilities
- Ensure that model development and maintenance adhere to the Model Risk Government Framework of the Bank.
- Collaboration with Quantitative Risk Functions:
- Partner with Quantitative Risk Teams in the conceptualization and development of new risk models and methodologies
- Provide analytical research, model design concepts, feature engineering, and machine learning expertise to support quantitative model development initiatives
- Prepare comprehensive documentation and knowledge transfers to facilitate implementation and deployment by designated quantitative teams
- Support model performance reviews and identify opportunities for model enhancement through advanced analytical techniques
- Assist quantitative teams in evaluating alternative methodologies emerging approaches, and AI-driven solutions
- Regulatory Compliance and Governance:
- Ensure that analytical solutions are developed in alignment with Bank’s model risk governance framework, applicable regulatory expectations, with minimal or no compliance-related issues reported during audits.
- Promote responsible and explainable AI practices in risk management applications
- Contribute to the enhancement of risk analytics standards, methodologies, and best practices
- Stay abreast of developments in AI, machine learning, data science and regulatory developments
- Leadership and People Development:
- Mentor and develop team members to enhance their skills and knowledge.
- Foster a culture of continuous improvement, professional growth, and adherence to industry best practices.
- Drive succession planning initiatives within the department by identifying and developing potential successors for critical positions, ensuring a robust talent pipeline for future leadership needs.
- Additional Responsibilities:
- Perform other related duties as assigned to support the overall success of the Department, Division and Bank.
Qualifications:
-
- Bachelor’s Degree: Master’s Degree or higher in Data Science, Statistics, Mathematics, Computer Science, Engineering, Quantitative Finance, Actuarial Science or related disciplines
- Any professional certification, e.g. Chartered Financial Analyst (CFA), Financial Risk Manager (FRM), Certified Risk Management Professional (CRMP), or other Risk Management-related certifications are of advantage
- Minimum of 5 years of professional experience in data science, advance analytics, machine learning, quantitative research, or risk analytics
Other Details:
Rank: Junior Officer
Unit: Office of the President / Risk Management Group / Enterprise and Quantitative Risk Division / Market & Liquidity Risk Quantitative Department
Location: Metrobank Center, BGC, Taguig City