Data Scientist

Citizens Financial Group Inc. (CFG) seeks a Data Scientist for its Boston Massachusetts location.

Responsibilities:

Develop and maintain models used in balance sheet forecasting.
Use data mining segmentation analysis and market analysis to analyze portfolio characteristics and customer behavior.
Monitor model performance and communicate analytical findings and insights to internal stakeholders through comprehensive reporting.
Propose model changes including overlays recalibration redevelopment tuning sensitivity testing CCAR back testing and fundamental driver analyses.
Perform analysis of models that affect ALM models and behavior including mortgage and MSR (mortgage servicing rights) prepayment deposit balance and yield and interest rate and term structure models.
Collaborate with Model Risk Management & Validation Market Risk Management and other teams to facilitate periodic model validations and reviews.
Propose improved approaches to loan and deposit modeling.
Assist in developing forwardlooking macroeconomic and interest rate views while collaborating with Treasury for balance sheet management.
Provide analytical support to management in developing strategies for balance sheet and liquidity decisions.
Utilize QRM and BlackRock (Aladdin system) for mortgage modeling and risk analysis.
Support initiatives including balance sheet optimization funds transfer pricing mortgage servicing rights and CCAR/DFAST.

Qualifications:

Bachelors degree in Statistics Data Science or closely related STEM field.

Must have the following skills gained either through education or professional experience:
Designing and implementing robust data pipelines to provision data from various sources ensuring timely and accurate data availability for analytics and reporting;
Leveraging Python including NumPy Pandas Matplotlib Dask and Scikit-learn libraries and SQL to process clean and prepare data for models and business reports;
Using R and SQL to analyze query and validate data across relational databases ensuring data quality meets business requirements;
Managing real-time data integration and provisioning using Apache Kafka to enable seamless data flow for business-critical applications;
Developing and maintaining data solutions on big data platforms including Apache Spark PySpark and Hadoop processing large-scale datasets to meet business needs;
Implementing cloud-based data solutions using AWS Redshift to enable scalable data storage and high-performance querying for business intelligence;
Designing and optimizing relational databases to store retrieve and provision structured data in accordance with business and analytics requirements;
Utilizing Tableau and PowerBI to create customized reports and visualizations;
Applying data mining techniques (including clustering and association) to discover trends patterns and anomalies in data supporting business teams with actionable insights;
Conducting statistical analysis and using methods such as A/B testing and regression analysis to validate and support key business initiatives;
Ensuring smooth collaboration using Git for version control and GitHub for tracking code changes in data provisioning workflows;
Performing data profiling tasks to ensure data from various sources is accurate clean and aligned with business objectives before provisioning to analytical environments;
Maintaining continuous data provisioning using DBeaver for database interaction enabling seamless integration with relational databases for data support;
Leveraging SAS to automate the provisioning of datasets ensuring data is pre-processed and ready for analysis or modeling; and
Leveraging BlackRock Aladdin and QRM for quantitative modeling risk analysis and financial forecasting integrating results with Python-based workflows results.

May telecommute from any U.S. location. Salary Range: $125000 - $135000.

Worksite: 28 State Street Boston Massachusetts 02109 United States 40 hrs/wk. EO employer.

For summary of benefits and to apply visit our website at (Job ID: 47745) or email resume and cover letter to with subject line: 47745.

Direct applicants only.