Data Scientist

• As part of the Scenario Modelling team in the Planning and Performance Centre of Excellence, you’ll design and implement data science tools and methods which harness our data in order to drive market leading solutions
• We’ll look to you to actively participate in the data community to identify and deliver opportunities to support the bank’s strategic direction through better use of data
• This is an opportunity to promote data literacy education with business stakeholders supporting them to foster a data driven culture and to make a real impact with your work

What you'll do

As a Data Scientist, you’ll bring together financial, statistical, mathematical, machine-learning and software engineering skills to consider multiple solutions, techniques and algorithms to develop and implement ethically sound models end-to-end.

We’ll look to you to understand the needs of business stakeholders, form hypotheses and identify suitable data and analytics solutions to meet those needs in achieving our business strategy.

You’ll also be:

• Using data translation skills to work closely with business stakeholders to define detailed business questions, problems or opportunities which can be supported through analytics
• Applying a software engineering and product development lens to business problems, creating, scaling and deploying software driven products and services
• Selecting, building, training and testing machine learning models considering model valuation, model risk, governance and ethics, making sure that models are ready to implement and scale
• Iteratively building and prototyping data analysis pipelines to provide insights that will ultimately lead to production deployment

The skills you'll need

To excel in this role, you’ll need a strong academic background in a STEM discipline such as Mathematics, Physics, Engineering or Computer Science. You’ll also have experience with statistical modelling and machine learning techniques.

Any previous experience in risk management, capital management, or portfolio optimisation would be advantageous, although willingness to learn is by far the most important trait.

You’ll also demonstrate:

• The ability to use data to solve business problems from hypotheses through to resolution
• Experience using programming languages such as python and software engineering fundamentals
• Experience in synthesising, translating and visualising data and insights for key stakeholder
• Experience of exploratory data analysis
• Good communication skills with the ability to proactively engage with a wide range of stakeholders

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