CCB Risk [Multiple Positions Available]

DESCRIPTION:

Duties: Develop artificial intelligence and machine learning (AI/ML)-based solutions that drive key credit decisions in the risk management process. Work on strategic highly visible machine learning projects and interact with business strategy model governance data management and model implementation teams to drive business results. Apply analytical data science and machine learning skills to solve complex business problems. Work across teams to design develop and implement analytical models. Responsible for these models throughout the models life cycle including data cleanup data analysis model selection ongoing performance monitoring issue resolution and model retirement. Monitor and validate existing models to support risk strategy and business functions. Liaise with business partners to ensure alignment of the modeling teams Book of Work with the strategic direction of the business. Contribute to the asks and requirements stemming from various regulatory exams. Prepare presentations and reports for both non-technical and technical audiences including senior management risk strategy and MRGR.

QUALIFICATIONS:

Minimum education and experience required: Masters degree in Statistics Computer Science Mathematics Engineering or related field of study plus 3 years of experience in the job offered or as CCB Risk Risk Strategy Analytics Analyst Information Scientist or related occupation. The employer will alternatively accept a PhD in Statistics Computer Science Mathematics Engineering or related field of study plus 1 year of experience in the job offered or as CCB Risk Risk Strategy Analytics Analyst Information Scientist or related occupation.

Skills Required: This position requires one (1) year of experience with the following: Credit risk management in the financial industry; Performing machine learning quantitative analytics using Python and SAS; Working with credit risk data using Snowflake Oracle SQL Teradata and Hive. This position requires any amount of experience with the following: Conducting credit risk analysis and working on entire account life cycle including acquisition portfolio management and collection; Performing business and personal financial statement analysis; Applying language models including GPT-4 and Claude and prompt engineering techniques including designing effective prompts few-shot learning chain-of-thought prompting and retrieval-augmented generation to automate and enhance various business processes; Using analytical and modeling methods including decision tree random forest logistic regression multivariate regression gradient boosting machine multinomial regression multivariate analysis discriminant analysis principal component analysis and factor analysis and clustering analysis; Using distributed computing techniques to process data sets with data containers multithreading and multiprocessing in PySpark and Scala; Designing and developing interactive Excel and PowerPoint reports with advanced functionalities including Pivots VLOOKUP VBA macros index match and data analysis add-ons; Using Data science libraries including Pandas NumPy scikit-learn TensorFlow PyTorch Matplotlib and seaborn and software engineering fundamentals including version control using GitHub or Bitbucket; Defining a risk target and features; Identifying a quantitative relationship embedded in data; Managing and analyzing quantitative data including data extraction cleaning transformation and visualization; Performing data manipulation structuring design flow and query optimization using programming languages including SQL and Python.

Job Location: 301 N Walnut St Wilmington DE 19801.

Full-Time.