Data Scientist
Core
Build predictive and forecasting models for credit, loan performance, collateral, and recovery to estimate future loan outcomes and risk.
Role type
Senior IC data scientist (credit risk & forecasting)
Builds
Production ML models for loan valuation and risk assessment
Domain
Commercial lending, real estate, credit risk
Deliverable
production ML models
Required skills
Python, SQL, statistical modeling, machine learning, forecasting, large dataset processing, model validation, data cleaning/reconciliation
Preferred skills
survival/time-to-event analysis, scenario/sensitivity analysis, dashboarding, commercial lending domain knowledge
Technologies
Python, SQL
Responsibilities
Analyze and validate internal credit, risk, valuation, and recovery models against historical outcomes; Build predictive models estimating loan performance, default timing, and collateral value changes; Design and run backtests, sensitivity analyses, and scenario comparisons; Extract, clean, and validate data from multi-source lending and real estate datasets; Identify predictive factors for loan performance and build simple analytical tools; Document data quality issues and model limitations; Translate findings into actionable recommendations for underwriting and risk management.