Risk Modeling Lead/Data Scientist
1 day ago
Role Responsibilities
- Lead advanced analytics and modeling initiatives within the company's
Risk Management
function. - Develop and enhance
score models
across multiple risk areas using:
Traditional methods
(Regression, Decision Trees, etc.) and
AI/ML techniques
(Gradient Boosting, NLP, etc.) - Collaborate with the tech team to design
ML Ops pipelines
for: Rapid rollout of models and automated monitoring and governance of models.
Technical Skills Required
- Education
: Advanced quantitative degree (Master's or Ph.D. in Computer Science, Mathematics/Statistics, Engineering, or Financial Engineering) is a plus. - Model Development
: Experience in creating or managing teams developing
scorecards and risk models
, especially for: Credit risk (application, collections, portfolio management) - Domain Expertise
: Retail banking experience, particularly
unsecured credit
. - Machine Learning
: Proficiency in ML techniques such as
Gradient Boosting
,
NLP
, and traditional statistical methods. - Programming & Tools
: Strong knowledge of
Python
,
SAS Enterprise
,
R
. Familiarity with
Big Data platforms
like
Hive
and
Hadoop
.
-
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