Risk Data Scientist

We are looking for a Data Scientist to develop advanced machine learning models and support data-driven decision-making in credit risk and operational areas. You will collaborate with teams across Credit, Risk, Product, Engineering, and Operations to design solutions for underwriting, account management, loan processing, and loss mitigation. The role involves developing complex business rules and applying state-of-the-art machine learning techniques to solve challenging business problems. Your work will directly impact the companies profitability, making this a highly rewarding opportunity.

Responsibilities

• Develop, implement, and continuously improve machine learning models and strategies that support various credit and operational procedures including but not limited to underwriting, account and/or portfolio management, loan processing enhancement, fraud detection and prevention, and loss mitigation, etc
• Proactively identify opportunities to apply advanced machine learning approaches (e.g., NLP,Image Recognition, Graph Mining, etc) to solve complex business problems
• Explore and leverage in-house, external, and other open-source machine learning software/algorithms
• Collaborate with Model Risk Management team to demonstrate models are developed with high level rigor that satisfy Model Risk Management and Governance requirements
• Work closely with the Product and Engineering teams for model deployment
• Perform ongoing monitoring of the models through the construction of dashboards and KPI tracking
• Present model performance and insights to Credit, Risk, and Business Unit leaders

Nice to have

• Experience in a financial organization
• Experience with model documentation and delivering effective verbal and written
  communication
• Experience in working closely with Product, Engineering, and Model Risk Management teams