Manager, Data Scientist - Deposit Forecasting and Pricing
Core
Develop and support econometric time-series models for balance sheet portfolios to improve deposit forecasting and pricing decisions.
Role type
Manager, Data Scientist (Deposit Forecasting and Pricing)
Builds
Deposit modeling frameworks and behavior models for balance sheet portfolios
Domain
Banking / Financial Services / Econometrics
Deliverable
production ML models
Required skills
econometric time-series modeling, behavior model development, statistical validation, machine learning, relational databases, open source programming languages
Preferred skills
AWS, Python, Scala, R, SQL, deep learning, clustering, classification, sentiment analysis
Technologies
AWS, Python, Scala, R, SQL
Responsibilities
Develop and support econometric time-series models for the balance sheet; Identify opportunities to apply quantitative methods to improve business performance; Demonstrate track record in behavior model development; Develop and maintain high quality and transparent documentation
Seniority
Manager, hands-on IC with team leadership
