Sr. Data Scientist - Credit Risk
Greenville, SC, US, 29601
USD 104K-160K (estimate) Senior-level Full Time
Tasks
- Build and refine LOC risk metrics
- Design and run champion challenger experiments
- Develop validate maintain machine learning and statistical credit models
- Document models for model risk management
- Integrate alternative and bureau data into production models
- Mentor junior data scientists
- Own credit risk analytics roadmap for line of credit portfolio
- Perform net charge off forecasting and net yield analysis
- Present findings to senior leadership and review committee
- Produce and defend loss forecasts
- Recommend credit policy actions based on analysis
Perks/Benefits
- 401k match
- Employee assistance program
- Free parking
- Health insurance
- Health savings account
- Life insurance
- Onsite gym
- Paid Holidays
- Paid parental leave
- Paid time off
- Paid volunteer time
- Rewards and recognition
- Tuition reimbursement
Skills/Tech-stack
Credit Risk | Credit risk modeling | Event modeling | Gradient boosting | Hazard Modeling | LightGBM | Logistic Regression | Loss forecasting | Machine Learning | Model Risk Management | Model risk | NumPy | Pandas | Power BI | Python | R | Rate analysis | Risk Management | Risk Modeling | Roll Rate | Roll rate analysis | SHAP | SQL | Scikit-learn | Survival analysis | Tableau | Time to Event | Time-to-event modeling | Version control | Vintage analysis | XGBoost
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Regions
Countries
States
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