Risk Modelling Data Scientist

Want to dive into the world of credit risk? We've got the perfect opportunity for you The Risk Modelling Data Scientist will have the chance to support the growth of our business in a fast-changing environment. As part of the Credit Risk department, you will play an important role in how Advanzia positions our financial products and provides flexible payment and credit solutions to our customers.

Dive in and join the world of finance, payment and credit, working for an unconventional digital bank in the heart of Luxembourg

This opportunity is a full-time CDI contract.

ABOUT THE JOB Your responsibilities

• Design, implement and maintain different machine learning models for application scoring, behavioural scoring, etc.
• Collect data from in-house databases for qualitative and quantitative data analysis
• Ensure the statistical validation of data used for analytics and modelling
• Optimise the reward relationship within the bank's credit portfolio
• Prepare memos, presentations and reports for the Credit Risk Committee
• Participate in the meetings of the Credit Risk Committee and assist in the decision process
• Produce reports and monitor KPIs

ABOUT YOU Your background, skills and personality

• Master's degree, preferably in mathematics, statistics, or any quantitative field
• Ideally three years' professional experience in banking, finance or advisory with focus on financial analytics and modelling
• Knowledge of statistical and machine learning modelling
• In-depth knowledge of quantitative and statistical analysis, knowledge related to consumer behaviour and/or risk management is considered a plus
• Proficiency in different statistical tools and methodologies, particularly R, Python and SQL
• Fluency in English is essential; German is a plus
• Strong analytical and numerical skills: Ability to collect, process and analyse data to understand complex concepts and to draw reasonable conclusions
• Collaboration and teamwork: A natural team player who thrives in a flat organisational structure, values input from all levels and actively contributes to the collective success of the team
• Self-motivation and drive: Dedicated and motivated to achieve both individual and team goals, with a commitment to excellence and continuous improvement
• Ownership and accountability: Demonstrates a proactive approach in taking responsibility for tasks/outcomes, with a focus on seeing projects through to completion
• Results-oriented: Focuses on delivering tangible outcomes within the budget and deadlines
• Efficiency and simplicity: Ability to design and implement lean, agile processes to create simple and accessible solutions

ABOUT ADVANZIA The European digital bank

Advanzia Bank's mission is to make finance easier and more inclusive by offering simple, smart and user-friendly payment and credit solutions that provide financial flexibility and deliver added value for our customers. Our way of working is guided by responsible lending, open communication and teamwork in cooperation with employees, business partners and customers.

At Advanzia, we are committed to equal opportunities and embrace diversity as a driving force behind our success.

We offer challenging projects in a dynamic, fast-paced environment, along with numerous opportunities for training and development, and a performance-driven bonus structure. Our benefits package includes Pluxee lunch vouchers, employee travel insurance, preferential rates on Advanzia products, as well as transportation and wellness allowances. Our zero-carbon Emerald building is designed to support employee health and wellbeing with various health programmes, access to our gym and after-work sports & social events available to all members of .