Data Science Expert (ESCB/IO)

Data Science Expert (ESCB/IO)

General Information

Type of contract Short-term contract, which may be extended to up to 36 months subject to individual performance and organisational needs

Contract end date 30.09.2028

Who can apply? EU nationals working for national central banks of the ESCB, international governmental organisations or other employers performing central banking or banking supervision tasks within the framework of the Eurosystem

Your team

You will be part of the European Systemic Risk Board (ESRB), the ECB business area that provides analytical, statistical, logistical and administrative support to the ESRB.

The ESRB is responsible for the macroprudential oversight of the EU financial system and the prevention and mitigation of systemic risk. The ESRB therefore has a broad remit, covering banks, insurers, asset managers, shadow banks, financial market infrastructures and other financial institutions and markets. In pursuit of its macroprudential mandate, the ESRB assesses systemic risks and, where appropriate, issues warnings and recommendations. It also has a broad membership, with representatives from 80 different European institutions, including central banks and supervisory authorities.

To this end, the Secretariat leverages its statistical resources, comprising both macro and large-scale granular datasets. These include the data reported under the European Market Infrastructure Regulation (EMIR), the Securities Financing Transactions Regulation (SFTR), the Alternative Investment Funds Managers Directive (AIFMD) and the ECB Regulation on the collection of granular credit and credit risk data (AnaCredit).

Your role

In your role as Data Science Expert you will:

• contribute to the development of the Secretariat’s risk monitoring and data infrastructure frameworks, with a strong focus on automation;
• contribute to the development of analytical workflows and statistical systems;
• keep abreast of relevant data sources, applications and publications that may be useful to the Secretariat;
• stay on top of emerging data architecture trends, tools and methodologies, and proactively apply useful innovations to enhance and streamline the Secretariat’s analytical workflows;
• collaborate seamlessly and maintain effective working relationships with colleagues within the Secretariat and across the ECB’s business areas, sharing knowledge and best practices with colleagues;
• contribute to the preparation of reports, papers and presentations and participate in working groups;

The position offers you excellent opportunities to get involved in a broad range of areas, to apply and further develop your skills in analysing and managing data (including big data) and to grow professionally.

Qualifications, experience and skills

Essential:

• a master’s degree or equivalent in data science, computer science, engineering, economics, finance, statistics, mathematics or another relevant field;
• in addition to the above, a minimum of four years’ professional experience in managing, processing and analysing complex datasets, with a strong focus on automation, including experience in designing, prototyping and testing software modules;
• a working knowledge of relational database management systems, such as Oracle, and the ability to define and apply data concepts, procedures and methodologies;
• an intermediate knowledge of Python and SQL;
• experience in establishing good working relationships with data users, statistical systems developers and other stakeholders;
• an advanced (C1) command of English and an intermediate (B1) command of at least one other official language of the EU, according to the Common European Framework of Reference for Languages.

Desired:

• experience at a central bank, supervisory authority, another ESRB member institution or another international institution, with a focus on financial stability analysis, financial market policies or financial supervision;
• knowledge of Impala/Hive and the Cloudera Data Warehouse ecosystem, particularly on Amazon S3;
• advanced knowledge of Python and SQL;
• knowledge of additional statistical programming languages, particularly R and Stata;
• familiarity with a broad range of standard macroeconomic and financial databases and official financial sector statistics;
• familiarity with modern data stack architecture.

You engage collaboratively with others. You pursue team goals and learn willingly from other people’s diverse perspectives. You signal any need for change by explaining it and proposing alternative solutions. You analyse complex information effectively and can evaluate different views to arrive at solutions. You know and anticipate stakeholder needs.

You are motivated to be part of our team and to develop and use your skills and competencies to achieve the aims of this position. You are aware of your strengths and areas for development and know what motivates you to perform at your highest level.

Working modalities

We would be happy to discuss a part-time arrangement for this role.