Senior Data Scientist - Credit Risk Modeler
Core
Lead the development, validation, and implementation of account-level CECL models and frameworks for credit loss estimation.
Role type
Senior IC credit risk modeler
Builds
Production credit risk models (PD, EAD, LGD, prepay curves) and loss forecasting frameworks
Domain
Automotive finance / Credit risk modeling
Deliverable
production ML models
Required skills
Statistical modeling, Python, SAS, R, data transformation, stress testing, scenario analysis, back testing
Preferred skills
Consumer lending experience, advanced modeling project management
Technologies
Python, SAS, R
Responsibilities
Develop and maintain account-level loss forecasting models; Perform back testing and benchmarking; Conduct stress testing and sensitivity analysis; Analyze large datasets in a panel framework; Provide insights to support business risk management; Track portfolio and report findings to senior management
Seniority
Senior, hands-on IC
