Data Scientist (Fixed Term)

JOB PRIMARY PURPOSE

The Data Scientist will strengthen quantitative modelling and data analytics to support prudential supervision and broader financial regulation. Working closely with supervisory teams, the role turns complex financial data into actionable insights for risk-based supervision. This includes developing analytical tools, early warning systems, and predictive models that enhance entity-level safety and soundness while promoting overall financial stability.

KEY JOB FUNCTION

Collect, compile, clean, validate, and manage prudential returns and other supervisory data submitted by supervised entities.

Develop and maintain analytical models, dashboards, and reports to support off-site surveillance and on-site examinations.

Design and enhance early warning indicators and risk-scoring tools to identify emerging risks in supervised entities.

Conduct stress testing, scenario analysis, and sensitivity analysis to assess supervised entities' resilience to adverse shocks.

Review and validate supervised entities' internal risk models, methodologies, and assumptions, and assess the adequacy of their risk management and control systems.

Automate data processing and reporting workflows to improve the efficiency and accuracy of supervisory analysis.

Apply artificial intelligence and machine learning techniques to enhance risk detection, anomaly identification, and predictive analysis in supervisory work.

Prepare clear analytical reports, briefing notes, and presentations for supervisors and senior management.

QUALIFICATION AND EXPERIENCE

A Bachelor's degree in Data Science, Statistics, Mathematics, Economics, Actuarial Science, Computer Science, or equivalent.

A minimum of two (2) years of experience in the financial services sector with demonstrable competence in risk management and control systems environment will be an added advantage.

Deep understanding of the measurement and modelling techniques for credit risk, ECL, liquidity risk, cybersecurity, and emerging sector risks.

Should have knowledge on Model and dashboards deployment

Proficient in Python, R, SQL, and advanced Excel, with a strong background in supervised/unsupervised learning, NLP, and model validation applied to risk assessment.

KNOWLEDGE & SKILLS

Strong analytical, quantitative, and problem-solving skills.

Ability to code independently.

Ability to translate complex data and model outputs into clear, actionable supervisory insights.

Excellent written and verbal communication skills.

High attention to detail and commitment to data quality and integrity.

Ability to work independently and collaboratively under tight deadlines.

High standards of integrity, professionalism, and confidentiality.

REMUNERATION

The Bank offers a competitive remuneration package commensurate with value add and qualifications.

DEADLINE

Wednesday, 18th November 2026, at 2359hrs.

DURATION

36 Months

APPLICATION PROCESS

To complete the application, click on apply, complete the application form, and upload your curriculum vitae, qualifications, and relevant certifications

FEEDBACK PROCESS

Please note that only shortlisted candidates will be contacted, however the Bank will make every effort to promptly provide you with feedback on your application.