Sr. Data Scientist (Credit Risk)
Tasks
- Automate reporting dashboards and model monitoring pipelines
- Build and maintain credit risk models for lending portfolios
- Develop loss forecasts and conduct stress and scenario analysis
- Document model methodologies assumptions data sources and results
- Extract clean and manipulate large data sets using SQL and Python
- Improve credit decisioning accuracy and integrate statistical and machine learning techniques
- Perform exploratory data analysis to identify portfolio trends and loss drivers
- Support model governance and validation and communicate insights to stakeholders
Perks/Benefits
- 401k match
- Employee assistance program
- Employee resource groups
- FSA
- Fitness discounts
- HSA
- Hybrid work
- Medical, dental, and vision
- Paid education expenses
- Paid time off
- Remote work
- Volunteer days
- Wellness support
Skills/Tech-stack
Credit Risk | Credit decisioning | Credit risk modeling | Dashboarding | Data Analysis | Data Modeling | Data Pipelines | Data Visualization | Exploratory Data Analysis | Logistic Regression | Loss forecasting | Machine Learning | Model Monitoring | Model Validation | Probability statistics | Python | Risk Modeling | Roll Rate | SQL | Scenario Analysis | Scorecard modeling | Sensitivity Analysis | Series analysis | Stress Testing | Survival Modeling | Survival analysis | Tableau | Time Series | Time Series Analysis | Vintage modeling | XGBoost
Education
Roles
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