Data Scientist - Financial Risk Modelling vacancy for our Zurich based client in the Banking sector.

Your tasks:

• Review and redesign the existing Client Risk Rating (CRR) approach, analysing current risk factors and developing a more granular and interpretable scoring framework.
• Develop a points-based scoring engine that reflects the relative risk contribution of key KYC and client attributes.
• Apply interpretable statistical and machine learning techniques suitable for regulated environments.
• Define, test and calibrate scoring bands with clear and defensible thresholds.
• Build reproducible Python pipelines for scoring, backtesting and sensitivity analysis.
• Support model validation, documentation and handover to Compliance, Financial Crime and other downstream stakeholders.

Your experience/knowledge:

• Several years of hands-on experience in Data Science, quantitative modelling or risk model development, ideally within banking, asset management or fintech.
• Strong Python skills, including object-oriented design, modular development, exception handling, profiling and test-driven development.
• Hands-on experience with pandas, NumPy, scipy, scikit-learn, statsmodels and either PyTorch or TensorFlow.
• Strong SQL skills; experience with large datasets and Oracle is advantageous.
• Experience in model lifecycle ownership, from requirements gathering through to deployment, monitoring and maintenance.
• Language skills: fluent English

Your soft skills:

• Strong analytical thinking and attention to detail.
• Clear communication with technical and non-technical stakeholders.
• Ability to challenge assumptions and work with high rigour.

Location: Zurich, Switzerland
Work setting: Hybrid
Sector: Banking
Start: ASAP
Duration: 5 months
Workload: 80%
Ref.Nr.: BH 24495

Take the next step and send us your resume along with a daytime phone number where we can reach you.

Due to Swiss work permit restrictions, we can only consider applications from Swiss nationals, EU citizens, and current work-permit holders for Switzerland.

We welcome applications from individuals of all genders, age groups, sexual orientations, personal expressions, ethnic backgrounds, and religious beliefs. Therefore, there is no requirement to provide gender information or a photo in your application.

As per client requirements, we need information about your marital status, nationality, date of birth, and a valid Swiss work permit. For applicants with disabilities, we are happy to explore potential solutions with our end client.

This job advertisement was prepared with the assistance of AI technology and has undergone human review and approval.