Data Scientist
Core
Build predictive and forecasting models for credit, loan performance, collateral, and recovery to estimate future loan outcomes and risks.
Role type
Senior IC data scientist (credit risk & forecasting)
Builds
Predictive models, forecasting components, and analytical tools for loan valuation and risk management
Domain
Commercial lending, real estate collateral, credit risk
Deliverable
production ML models
Required skills
Python, SQL, statistical modeling, machine learning, forecasting, data cleaning, model validation, sensitivity analysis
Preferred skills
finance/banking domain knowledge, survival/time-to-event analysis, credit risk modeling, dashboard development
Technologies
Python, SQL
Responsibilities
Analyze and validate internal credit, risk, valuation, and recovery models against historical outcomes; Build predictive models estimating loan performance, default, payoff timing, and collateral value changes; Design and run backtests, sensitivity analyses, and scenario comparisons; Extract, clean, reconcile, and validate data from large multi-source lending and real estate datasets; Identify predictive factors for loan performance and build tools for stakeholders; Document data quality issues and model limitations; Translate findings into actionable recommendations for underwriting and risk management
Seniority
Mid-Senior, hands-on IC