Sr. Staff Data Scientist (Credit Risk)
Tasks
- Automate reporting dashboards and pipelines
- Build credit risk models for lending portfolios
- Conduct stress and scenario analyses
- Develop loss forecasts by vintage and segment
- Document model methodologies assumptions and results
- Improve credit decisioning accuracy using statistical and machine learning techniques
- Maintain and enhance credit risk models and policies
- Perform exploratory data analysis to identify loss drivers
- Perform portfolio monitoring and model health assessment
- Provide insights to business stakeholders on credit policy and emerging risks
- Run sensitivity testing
- Support model validation and governance reviews
Perks/Benefits
- 401k match
- Employee assistance program
- Employee resource groups
- FSA
- Fitness discounts
- HSA
- Hybrid work options
- Medical, dental, and vision insurance
- Paid education expenses reimbursement
- Paid vacation and sick time
- Pet care discounts
- Remote work options
- Volunteer days
Skills/Tech-stack
Data Visualization | EDA | GCP | Logistic Regression | Machine Learning | Probability and statistics | Python | Rate Curves | Roll Rate | Roll-rate curves | SQL | Scorecard modeling | Series analysis | Survival analysis | Tableau | Time Series | Time Series Analysis | Vintage modeling | XGBoost
Education
Roles
Regions
Countries
States
Cities
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