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Urgent! Data Scientist Senior Modelos y Datos Normativos Riesgo Job Opening In Las Condes – Now Hiring Banco Bci

Data Scientist Senior Modelos y Datos Normativos Riesgo



Job description

Como Científico de Datos Senior especialista en Riesgo de Crédito, tu misión principal será liderar el ciclo de vida completo de los modelos de provisiones bajo normativa IFRS 9.

Serás responsable del diseño, desarrollo, implementación y monitoreo de los modelos de Pérdida Esperada (ECL), incluyendo sus componentes de Probabilidad de Incumplimiento (PD), Pérdida Dado el Incumplimiento (LGD) y Exposición al Incumplimiento (EAD).

Tu rol será crucial para asegurar la precisión, predictibilidad y cumplimiento normativo de los modelos, manteniendo una comunicación fluida con stakeholders clave para alinear la calidad técnica de los modelos con los objetivos estratégicos del negocio.

En este rol tendrás la oportunidad de:

  • Diseñar, desarrollar e implementar modelos de provisiones de riesgo de crédito bajo el marco de la normativa IFRS 9.

  • Monitorear y validar continuamente el desempeño y la predictibilidad de los modelos en producción (backtesting), asegurando su recalibración y actualización con la información más reciente.

  • Documentar y defender las metodologías y decisiones de modelamiento ante unidades de validación interna, auditorías externas.

  • Colaborar en el desarrollo de otros modelos de riesgo y gestionar los activos de datos necesarios para futuros proyectos de modelamiento.

  • Actuar como experto técnico, manteniendo una comunicación efectiva y constante con Model Owners, gestores de carteras y equipos de desarrollo.

Modalidad de trabajo del cargo:
Full flexible con 4 días remotos semanales

Para tener éxito en esta posición necesitas:

  • Título en Ingeniería Civil, Estadística, Matemática, Economía o carreras afines.

  • Al menos 3 años de experiencia demostrable en el desarrollo, implementación o validación de modelos de provisiones de riesgo de crédito bajo la normativa IFRS 9 en la industria financiera (banca, cooperativas, etc.).

  • Sólida comprensión de los componentes del modelo de Pérdida Esperada (PD, LGD, EAD).

  • Conocimiento avanzado en SQL para la extracción y manipulación de grandes volúmenes de datos.

  • Dominio comprobable de Python y sus librerías para análisis de datos.

  • Conocimiento de la normativa IFRS9 aplicable a modelos de riesgo de crédito.

Es aún mejor si tienes:

  • Experiencia trabajando en entornos cloud (Databricks, GCP, AWS, Azure).

  • Conocimiento de normativas de riesgo de crédito internacionales (ej.

    Basilea, normativa europea).

  • Conocimiento Norma local.


Required Skill Profession

Other General



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