Assistant Director - Data Scientist
Core
Advance quantitative modeling and predictive analytics for credit risk management globally.
Role type
Senior IC data scientist (quantitative modeling)
Builds
Credit analytics and predictive models for risk management, pricing, and investment decisions
Domain
Financial services / Credit risk
Deliverable
production ML models
Required skills
Econometrics, Statistics, Machine Learning, Quantitative Modeling, Python, R, SQL, Data Cleaning, Data Merging, Data Exploration, AI Tool Usage, Model Documentation
Preferred skills
Credit Risk Modeling, Financial Statement Analysis, Spark, AWS, GCP, Azure, Git, Model Risk Governance (SR 11-7, SR 26-2)
Technologies
Python, R, SQL, Spark, AWS, Azure, GCP, Git, GitHub
Responsibilities
Develop analytical solutions to complex financial and operational problems; Build modeling datasets from diverse financial sources; Develop and maintain established models through re-estimation and recalibration; Select modeling approaches balancing performance and interpretability; Prepare clear model documentation for governance; Explain technical findings to varied audiences.
