RISK ANTICIPATION - AIR – DATA SCIENTIST
RISK Function and Team:
The mission of the RISK function
· Advise the Bank Management on the definition of risk policy.
· Contribute as a “second pair of eyes” to ensure that risks taken by the Bank are aligned with its policies.
· Report and alert Bank Management on the status of risks to which the Bank is exposed.
RISK Artificial Intelligence Research is an AI expert team in charge of developing Artificial Intelligence solutions for RISK Streams and beyond. This involves in particular understanding about what data is available and what the pain point to be addressed is.
As a data scientist within RISK AIR, you will work on a variety of AI and data science topics applied to real data (financial and much more). Because the RISK function is transverse within the bank, we face a variety of data (structured and unstructured) and tasks (prediction, classification, recommendation, text classification, sentiment analysis, inference, clustering, anomaly detection and knowledge graphs). Your role is to leverage the data or knowledge and develop algorithms to address the customer pain point. You will work together with one or two other data scientists on each project and with our software engineers. Beyond projects, you will be expected to share your expertise at multiple levels: within the team though technical sharing sessions and beyond as well during our regular open discussion sessions on AI. Finally, as we publish some of our work within academic journals and conferences (e.g., ACL, ECAI, EMNLP, AAAI, IJCAI), you will participate to the associated research and writing effort.
Machine learning algorithms (supervised, unsupervised), NLP (information extraction, sentiment analysis), information retrieval, Bayesian networks, reinforcement learning, markov chains, time series.
Development expertise: Python, R, Tensorflow GitLAB, Bitbucket. AZURE & AWS.
Education: Bachelor or Master Degree in AI, Statistics, Computer Science or related field
Experience: minimum 2 year experience as a data scientist / working on data projects
Fluent in English, French a plus
Strong analytical / problem solving skills
Capacity to work in project mode
Rigorous and curious