Machine Learning Engineer, Underwriting
Tasks
- Build underwriting and decisioning models
- Calibrate models and score transformations
- Collaborate with cross functional teams for compliance and product goals
- Deploy models and monitor performance in production
- Design feature development and training pipelines
- Design underwriting decision frameworks and policy logic
- Detect model degradation and retrain
- Develop portfolio KPIs and periodic risk analysis
- Evolve full modeling lifecycle
- Run experiments to measure approval and loss impact
Perks/Benefits
- N/A
Skills/Tech-stack
AWS | Calibration | Credit Risk | Credit risk modeling | Decision Systems | Deployment | Experiment design | Feature Engineering | Feature Store | GitHub | Holdout testing | LightGBM | Machine Learning | Model Monitoring | Model Registry | NumPy | Pandas | Probabilistic Modeling | PyTorch | Python | Retraining strategies | Risk Modeling | SQL | Scikit-learn | Snowflake | Unsecured Credit Risk | Unsecured credit | XGBoost
Education
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