Sr. Data Scientist (Credit Risk)
Tasks
- Automate reporting dashboards and model monitoring pipelines
- Build credit risk models for lending portfolios
- Communicate model health and portfolio risk insights to stakeholders
- Document model methodologies and assumptions
- Maintain and enhance credit risk models
- Perform exploratory data analysis for portfolio trends
- Produce loss forecasts and perform stress scenario analyses
- Support credit model governance and validation
Perks/Benefits
- 401k match
- Diversity and inclusion programs
- Education expense support
- Employee assistance program
- Employee resource groups
- Fitness discounts
- HSA/FSA
- Hybrid work
- Medical/Dental/Vision
- Paid time off
- Remote work
- Volunteer days
Skills/Tech-stack
Credit Risk | Credit risk modeling | Dashboarding | Data Analysis | Data Governance | Data Pipelines | Data Visualization | Exploratory Data Analysis | Logistic Regression | Loss forecasting | Machine Learning | Model Validation | Probability statistics | Python | Rate Curves | Risk Modeling | Roll Rate | Roll-rate curves | SQL | Scenario Analysis | Scorecard Models | Sensitivity testing | Series analysis | Stress Testing | Survival analysis | Tableau | Time Series | Time Series Analysis | Vintage analysis | XGBoost
Education
Roles
Regions
Countries
States
Cities
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