Machine Learning Engineer, Underwriting
Tasks
- Analyze consumer behavior and repayment dynamics
- Build ML models
- Collaborate cross-functional teams
- Deploy models to production
- Design underwriting decision frameworks
- Detect model degradation
- Evolve underwriting and decisioning models
- Maintain portfolio KPIs
- Measure impact on approval rates and loss
- Monitor model performance
- Perform feature development
- Run experiments for model evaluation
- Train and calibrate models
Perks/Benefits
- N/A
Skills/Tech-stack
AWS | Credit Risk | Credit risk modeling | Degradation detection | Experiment design | Fraud modeling | GitHub | Holdout testing | Lift measurement | LightGBM | Machine Learning | Model Monitoring | Model calibration | NumPy | Pandas | Probabilistic Models | PyTorch | Python | Retraining | Risk Assessment | Risk Modeling | SQL | Scikit-learn | Snowflake | Underwriting analytics | XGBoost
Education
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