Data Scientist [Integrated Risk Management] at Plata Card

on-site · full-time · Visa sponsorship

Apply for this role at Plata Card

Responsibilities:
- Develop and implement advanced statistical and predictive models for credit at both per-account and portfolio levels.
- Build NPV and per-account valuation components for various credit products and simulate balance-sheet impacts (FX, liquidity, reserves).
- Model distributions, uncertainty, confidence intervals, and other probabilistic metrics rather than only point estimates.
- Design diagnostic and forecasting models to identify, monitor, and mitigate risks across credit, financial, and operational domains.
- Collaborate with stakeholders to investigate model performance, explain deviations, and improve decision processes.
- Contribute to quantitative methodologies and risk frameworks used across the organization.

Requirements:
- M.S. or Ph.D. in a quantitative discipline (Statistics, Math, Physics, CS, Economics or similar).
- 4+ years of hands-on experience in data science, quantitative analytics, or risk modeling.
- Strong statistical modeling, probability theory, and uncertainty quantification skills.
- Proficiency in Python or R and libraries such as Pandas, NumPy, SciPy, Statsmodels, Scikit-learn.
- Experience with financial/stochastic datasets and forecasting methods; ability to communicate complex concepts to technical and non-technical audiences.
- Proven ability to drive analytical projects from problem definition to production-ready solutions.