Senior Staff Data Scientist, Machine Learning
Senior Staff Data Scientist, Machine Learning
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Salary Not Disclosed
1 Vacancy
Job Description
The role
As the Senior Staff Data Scientist Quantitative Credit Risk Management Home Loans you will be a key leader and expert in the development and management of quantitative credit risk models for our Mortgage Home Equity HELOC and Jumbo loan products. This role is highly technical and requires a demonstrated ability to independently develop implement and maintain complex models used for underwriting and Risk Base Pricing and Portfolio Optimization. You will serve as an expert in key areas of quantitative risk management providing leadership guidance and mentorship to less experienced analysts while collaborating with various business units and risk functions to ensure model accuracy and effective implementation. Your ability to communicate complex data and model results with clarity and precision to both technical and non-technical audiences is essential for success.
What youll do:
Model Development and Management: Independently develop implement maintain and analyze quantitative/econometric credit risk models (e.g. loan delinquency default loss prepayment Risk Based Pricing Credit Decision Models and utilization models) specifically for home lending products.
Data Analysis: Prepare manage and analyze large customer loan deposit or financial data sets for statistical analysis to properly specify and estimate econometric models.
Technical Leadership: Serve as a quantitative expert in the use of statistical programming languages (SAS Python Stata R) and data management environments such as SQL Server Management Studio to analyze Bank datasets.
Team Leadership: Provide mentoring training and guidance to less experienced analysts. Lead team-based projects related to model development or implementation providing performance feedback to management as appropriate.
Cross-Functional Collaboration: Partner and collaborate with colleagues in Credit Risk Management Business Units Model Risk Management Treasury and review functions (Credit Review Audit etc.) to implement and understand models.
Communication: Communicate with clear narratives compelling data visualization and technical precision to enable audiences to understand analysis and forecasts.
Model Documentation and Compliance: Develop maintain and manage satisfactory model documentation including process narratives and performance monitoring guidelines. Understand and adhere to the Companys risk and regulatory standards policies and controls.
Performance Monitoring: Track portfolio performance model performance campaign tracking and risk strategy results incorporating new data and observations into existing models to improve predictive results.
What youll need:
Bachelors degree and a minimum of 12 years of proven quantitative behavioral modeling experience or in lieu of a degree a combined minimum of 12 years of higher education and/or work experience including a minimum of 8 years of proven quantitative behavioral modeling experience.
Minimum of 8 years of on-the-job experience with pertinent statistical software packages (Python Stata R).
Minimum of 8 years of on-the-job experience with data management environments such as SQL Server Management Studio.
Minimum of 8 years of on-the-job experience analyzing large data sets and explaining results of analysis through concise written and verbal communication as well as charts/graphs.
Credit modeling experience (mortgage and/or HELOC credit modeling) is required.
Proven ability to identify analyze rationalize and communicate complex business data and statistical problems and recommend corresponding solutions.
Demonstrated attention to detail execution and follow-up on multiple initiatives.
Ability to work independently and manage complex projects.
Nice to have:
Experience in a fintech environment.
Experience with advanced data science platforms.
Required Experience:
Staff IC
Employment Type
Full-Time
