Senior Data Scientist
Core
Develop advanced machine learning and statistical models to support credit risk, underwriting, portfolio management, and loss forecasting at a national bank.
Role type
Senior IC data scientist (credit risk & modeling)
Builds
Production ML models for underwriting, portfolio management, and loss mitigation
Domain
Financial services / Credit risk
Deliverable
production ML models
Required skills
Machine learning and statistical modeling (supervised/unsupervised), Python, SQL, data pipeline construction, model monitoring, feature engineering
Preferred skills
Lending organization experience, AWS or GCP experience, model documentation
Technologies
Python, sklearn, lightgbm, xgboost, pytorch, tensorflow, keras, SageMaker, Snowflake, SQL, NoSQL, Hive
Responsibilities
Develop and improve ML models for credit and risk procedures; Present model performance to leaders; Identify opportunities for advanced modeling; Leverage data sources to enhance predictive power; Collaborate on model governance and risk management; Monitor models via dashboards and KPIs; Collaborate with Product/Engineering on deployment and re-calibration
Seniority
Senior, hands-on IC