Data Scientist - Risk Platform
About this position
Responsibilities
• Perform features selection, parameter binning, and optimize custom predictive machine learning models for credit risk scoring
• Query, process, cleanse, and verify the integrity of data used for analysis
• Analyze key metrics to determine risk and explore areas for improvements
• Create reports and dashboards to monitor model impact and performance
• Help build the variety of data ingredients needed to do modelling effectively
• Maintain the credit risk model platform which is utilized by the team
• Provide advice and guidance on potential efficiency gains and new state-of-the-art credit risk modelling methodologies
Requirements
• Bachelor degree in an analytical or quantitative discipline (e.g. math, statistics, engineering, computer science), however other disciplines will be considered
• Experienced in using statistical computer languages such as R, Python SAS, SQL, or advanced MS Excel skills is a plus.
• Have good communication skills and able to work together in a team
• Excellent problem-solving skills and have the drive to learn and master new technologies and techniques
• Willingness to learn new skills independently and have a strong sense of project ownership
• Not afraid to get your hands dirty to explore data and build statistical models