Senior Data Scientist (80%)

Join a leading private bank in Zurich and play a key role in transforming its Client Risk Rating (CRR) framework. You'll redesign the current Low/Medium/High classification into a robust, quantitative scoring model that enables more accurate client risk differentiation while supporting both automated decision-making and Compliance teams in a highly regulated environment.

• Redesign and enhance the bank's Client Risk Rating (CRR) model
• Develop a quantitative scoring framework to provide more granular client risk assessments
• Build statistically robust and highly explainable models to support both automated decision-making and Compliance teams
• Apply traditional risk scorecard methodologies and lightweight machine learning techniques with a strong focus on interpretability
• Prototype, validate and optimize models using production-representative data in a secure sandbox environment

• 7+ years of experience in quantitative data science or advanced analytics within investment banking, asset management, capital markets, or fintech
• Strong background in statistical modelling, machine learning, and quantitative analysis
• Master's degree or PhD in Quantitative Finance, Mathematics, Physics, Engineering, or a related quantitative discipline
• Experience applying advanced analytical models to solve complex financial market challenges
• Excellent communication skills and the ability to work with both technical and business stakeholders