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Data Scientist with Machine Learning Expertise
1 week ago
At MUFG Americas, we're on a mission to be the world's most trusted financial group. We're 120,000 colleagues strong, working together to make a difference for every client, organization, and community we serve.
We're committed to putting people first, listening to new and diverse ideas, and collaborating towards greater innovation, speed, and agility. This means investing in talent, technologies, and tools that empower you to own your career.
Job Summary:
Data Scientist with expertise in machine learning will play a key role in advancing our statistical modeling initiatives, including data collection and preparation, feature engineering, parameter tuning, and exploring academia for new approaches.
Responsibilities:
- Develop and maintain credit risk scorecard models, including probability of default and loss given default models.
- Contribute to machine learning initiatives, focusing on model development, deployment, and validation.
- Work closely with model validation and governance teams to develop methods and metrics for relevant model validation.
- Create reports and presentations for senior management.
Requirements:
- Strong programming skills in Python, SAS, or R.
- Expertise in statistical modeling and machine learning methods, including regression, decision tree models, and neural networks.
- Proficiency in data querying languages: SAS/SQL.
- Proficiency in Microsoft Office programs: Word, PowerPoint, and Excel.
- Bachelor's degree or higher in quantitative finance, economics, statistics, or computer science.
- Relevant experience in financial/economic modeling and/or scorecard modeling preferred.
About Us:
MUFG Americas is part of Mitsubishi UFJ Financial Group (MUFG), one of the world's leading financial groups. We stand for our values, building long-term relationships, serving society, and fostering shared and sustainable growth for a better world.