Data Scientist/Portfolio Risk Manager
Core
Develop loss forecasting frameworks, monitor consumer loan portfolio performance, and provide credit risk recommendations to manage risk and improve profitability.
Role type
Senior IC data scientist (portfolio risk)
Builds
Loss forecasting models, portfolio segmentation strategies, and credit policy recommendations
Domain
Banking / Consumer Lending / Credit Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Time series analysis, risk segmentation, vintage/cohort performance tracking, SAS, Python, Excel, loan life cycle knowledge, risk management metrics (KPIs/KRIs)
Preferred skills
Power BI, AI/ML adoption, due diligence for business acquisitions
Technologies
SAS, Python, Excel, Power BI
Responsibilities
Develop and enhance loss forecasting frameworks; Conduct portfolio analyses to identify root causes of credit performance changes; Support business acquisitions with due diligence; Present executive summaries on risk concerns to governance forums; Review policies for regulatory compliance and risk appetite alignment.
Seniority
Mid-Senior, hands-on IC
