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Data Model Manager
3 weeks ago
As a Data Model Manager, you will play a critical role in developing advanced risk prediction and loss estimation forecasting models that underpin automated risk-management decisions and forecasts impacting millions of customers. You will work closely with stakeholders and internal partners to understand their needs and translate them into actionable outcomes.
About the Role
This is an exciting opportunity for a seasoned data scientist or analyst to join our team as a Retail and Small Business Modeling Lead. In this role, you will lead a team of risk modeling experts in developing high-performing models that meet regulatory capital requirements. You will have access to a modern machine learning stack, including on-premise GPU computing and open-source tools, to drive innovation and improvement.
Key Responsibilities
* Develop advanced risk prediction and loss estimation forecasting models* Collaborate with stakeholders and internal partners to understand business needs and translate them into actionable outcomes* Lead a team of risk modeling experts in developing high-performing models* Ensure model performance meets regulatory capital requirements* Stay up-to-date with industry trends and best practices in predictive modeling and analytics
Requirements
* Bachelor's degree in Mathematics, Computer Science, Engineering, or equivalent technical field* 2+ years of experience in analytic roles developing and using predictive, risk, and/or forecasting models* Strong fundamental understanding of statistics* Proficient in one or more analytical programming languages (Python, R, SAS, etc.) and SQL* Experience working with big data platforms/integration (Hadoop, Spark, Hive, Avro)* Knowledge about credit risk models/scorecards*
