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
Financial services / Credit risk / Automotive lending
Deliverable
production ML models
Required skills
Statistical modeling, Python, SAS, R, large dataset analysis, stress testing, scenario analysis, back testing
Preferred skills
Indirect automotive lending experience, consumer lending experience, advanced modeling project management
Responsibilities
Develop and maintain documentation for models, perform back testing and benchmarking, conduct stress testing and sensitivity analysis, analyze large datasets, track portfolio and provide forecasts, collaborate with cross-functional teams
Seniority
Senior, hands-on IC
