Principal Data Scientist

Senior Data Scientist

Boston Massachusetts

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

Duties: Analyze credit risk valuation models correlations concentrations rating migrations and risk contributions. Develop econometric models built on solid conceptual foundation that supports business needs. Work with business line partners in embedding and socializing econometric models and support with on-going requests. Analyze commercial lending portfolios to review trends that support applications models. Explore large data sets using advanced statistical and modeling tools and pull datasets directly from source systems. Work with appropriate parties to resolve or remediate data quality issues. Maintain review and adhere to organizations credit policy. Conduct constant monitoring and validation of underlying credit theories and methodologies. Support implementation of developed models including third party vendor solution tools for credit risk and other applications. Participate in peer review sessions and maintain awareness of new advances in credit risk modeling techniques to ensure the application of best practices to CFG credit risk models. Maintain technical documentation of developed models and model implementations. Troubleshoot implemented models in both internal and third-party vendor solutions.

Requirements: Masters degree in Physics Data Analytics or related quantitative field and two (2) years of experience in the role or in a related position. Full term of experience must include: Utilizing relational databases statistical analysis programming languages and software including SAS Enterprise Guide SQL R Stata AWS RedShift and Python to extract high volume and complex data from external databases including Oracle; Performing exploratory data analysis in Datalake using Python & R; Developing predictive models by implementing data analysis and research including time series analysis regression analysis categorical analysis machine learning methods advanced econometric techniques related to panel data analysis and data imputation; Utilizing the underlying mathematical principles behind statistical methods to evaluate and interpret the results of predictive models in a reasonable manner; Utilizing advanced statistical programming and visualization software including SAS Python R and to create complex reports and graphs; Building back testing and benchmarking tools to monitor model performance in accordance with established ALM policy; Implementing complex computational methods and models using R SAS and Python; Standardizing harmonizing cleaning preparing and using data for developing datasets reporting and analysis; Utilizing SQL Tools including Oracle and SQLite; Building pilot solutions and performing proof of concept for business problems using technologies including Graph Databases; Utilizing distributed computing and cloud software including Amazon Web Services and Sage Maker; Utilizing version control tools including Git to develop reproducible code; Utilizing Command line interface and Shell Scripting languages to optimize workflows; Utilizing Package Version management software including Anaconda; Utilizing IDEs including VS Code RStudio Jupyter and JupyterLab; and Utilizing Documentation tools including LATEX and RMarkdown.

May telecommute from any U.S. location.

Worksite: 28 State Street Boston Massachusetts 02109 United States 40 hrs/wk. Salary Range: $156000 - $194000/yr. EO employer.

Direct applicants only.
To apply visit (Job ID: 47475) or email resume and cover letter to with subject line: 47475.