Data Analytics Team - Data Science Specialist

Key Skills

Microsoft Office suites, Python Programming, SQL, Big Data Technology, Apache Hadoop, Business Intelligence, Keras software library, NumPy, Pandas, SciPy, TensorFlow, Scikit-learn, ETL frameworks, PyCaret

Job Description

ICM works closely with our ICG businesses to serve as a critical component of our First Line of defence for wholesale and counterparty credit risk management and with our Independent Risk partners to ensure best-in-class risk and controls. Key responsibilities include portfolio analysis, documentation, risk identification, management, monitoring, administration, and stress testing.

In this role, the Data Science Specialist will be responsible for utilizing data analytics techniques including advanced analytics, statistics, machine learning, and artificial intelligence, recommending the most effective EWIs in different industries and portfolios, as well as defining right thresholds based on feedbacks from internal / external stakeholders, visualising the results through BI tools, and explaining the methodology to stakeholders.

This is a new key function within ICM, and it is expected that the EWCDA Data Science Specialist will support the execution of the plan, including contribution to the design of the EWCDA Target Operating Process, development of Alert Calculation Engine, data visualization through EWI Dashboard, as well as related Data Model, for both tactical and strategic solutions.

The successful candidate will be a self-motivated critical thinker eager to solve a wide variety of analytical challenges in ambiguous situations, while communication any output in simple terms.

Key Responsibilities:

• You will be a visible data expert working with various internal / external stakeholders to ensure EWCDA output is aligned with Subject Matter Experts with domain credit knowledge and experience.
• You will work on all stages of the data cycle – from data acquisition/pipeline management to data modelling for data visualization.
• Support development and management of Alert Calculation Engine, a flexible Python-based tool to consume various data and thresholds, generating Early Warning Alerts as output.
• Support development and management of Early Warning Indicators Dashboard, a Tableau-based data visualization tool to deliver alerts to different internal / external stakeholders.
• Learn and understand Wholesale Credit Risk including Wholesale Credit Lending Risk as well as Counterparty Credit Risk and help determine and execute data analytics for maximum efficacy.
• Assist in the development and implementation of Data Analytics Team Target Operating Process.
• Create a strong relationship with different stakeholders
• Horizon scan to stay up to date with the latest technology, techniques and methods.
• Stay curious and enthusiastic about transforming judgmental and experience-based credit monitoring and decision process into data-driven economy.
• Support ICM and WCR on internal projects and initiatives
• Travel (less than 10%)

Experience:

• Proven experience on working on various complex databases, including data engineering, analysis and modelling. Working experience in Big data platform and Hadoop ecosystem is plus.
• Strong analytical and project management skills, including a thorough understanding of how to interpret business requirements and provide data analysis to help provide the solutions to business issues.
• Demonstrated report development skills, ability to design and develop reports and dashboards based on business requirements and optimal user experience
• Financial industry knowledge, an understanding of and a keen interest financial markets highly desirable.
• Intermediate to strong knowledge and experience of statistical and data mining and machine learning tasks such as classification, regression, clustering, anomaly detection, recommendation, dimensionality reduction, forecasting, and etc. Knowledge of Artificial Intelligence (AI) and Natural Language Processing (NLP) is not required but will be a plus.

Skills:

• Programming experience with Python, able to apply different libraries including NumPy, Pandas, SciPy, Scikit-learn, PyCaret, Tensorflow, Keras, etc.
• Working knowledge of SQL, ETL and BI tools
• Expertise in visualizing data using Tableau
• Expertise in Data Science techniques and Machine Learning models
• Intermediate to advanced Microsoft Office applications including Word, Excel, and Powerpoint
• Experience in Big Data (Hadoop ecosystem) desirable

Competencies:

• Ambitious with a positive attitude and an ability to take initiative, detail oriented who takes pride in hard work and able to work independently with minimum supervision
• Creative problem solver with great attention to detail
• Ability to pick up new tasks quickly, work well within a diverse global team while multi-tasking and prioritizing tasks
• Excellent verbal, comprehension of written communication skills (English) for technical and business audiences
• Continuous learner with curiosity and passion in new technologies and their application in business environment

Qualifications:

• BSc or Msc degree with emphasis on one or more of the following, big data, data science, computer science, computer engineering, statics or mathematics. Tech-savvy candidates with other types of degrees will be acceptable with proven record of competency in data science or data analytics.
• Working experience in financial institutions will be highly desirable.