Job Location: Mission, KS
Senior Data Scientist – Remote
JOB DESCRIPTION
Caliber Financial Services, a fintech company, uses advanced technology and modern financial solutions, deploys leading edge analytics and decisioning systems to grow our business offerings and expand our market share.
We’re seeking an experienced Senior Data Scientist to lead activities in credit loss forecasting using historical portfolio performance data and forward-looking projections. Individual will also have opportunity to work on debt collection predictive models as well as other machine learning projects. The credit loss forecasting team is specifically tasked with forecasting and managing the probability of default, loss given default, expected credit losses and other forecasting as well as ad hoc reporting activities. The credit loss forecasting team is in coordination with the Financial Department, Operation Department and Marketing Department.
Senior Data Scientist Responsibilities:
- Create, manage and maintain credit loss forecasting models
- Develop credit loss forecasts for different subcomponents/segments
- Forecast monthly and quarterly loss (charge-off etc.) rates per product
- Build a Behavior model in machine learning (Logistic Regression, Random Forest, and Gradient Boosting) to predict the default probability for loans with higher delinquency buckets
- Develop Markov Chain model to track and forecast delinquency movement and charge-off amount
- Evaluate and amend credit loss forecasting model methodologies
- Use credit loss forecasting to monitor portfolio performance metrics and synthesize analysis for presentation to management
- Work closely with Governance and Model Risk Management to ensure adherence to all policy requirements and regulatory compliances
- Utilize SAS, Python or other statistical tools to perform risk, financial and data analyses and to create machine learning models
- Create ad hoc reports for various business needs
- Prepare credit loss forecasting presentations for senior management
- Use credit loss forecasting to uncover potential risk and/or opportunity
- Acts as SME to senior stakeholders and /or other team members
- Use credit loss forecasting to appropriately assess portfolio risk when business decisions are made
Qualifications
- Bachelor’s degree in a quantitative discipline (e.g., Finance, Mathematics, Statistics, Engineering, Economics), or related field, Master’s degree is preferred
- At least seven years of relevant loss forecasting, statistical modeling, credit risk management or related analytical experience
- At least two years of experience in forecasting modeling. Knowledge/Experience in various forecasting methods, including Box-Jenkins (ARIMA), Dynamic Regression (ARIMAX), Time series Decomposition and Exponential Smoothing
- Experience with at least two rational database management systems or database management technologies such as Oracle, MySQL, MSSQL Server, PostgreSQL, IBM DB2, SAS Datasets, Hadoop, Apache Hive, Impala, Spark, Redshift, HBASE, Kafka, Spark Streaming, Neo4j, Teradata, Amazon AWS, Cassandra, NoSQL, JSON and XML parsing, etc.
- Detail-oriented with strong analytical, problem-solving, organizational, presentation, reporting, and time management skills
- Ability to carry out data gathering and analysis. Define and identify data requirements necessary to complete the tasks and develop queries and other mechanisms required to gather data
- Ability to work well independently and self-motivate with a limited level of direct supervision
- Good communication skills to present to and collaborate with business partners and model end-users
- Good interpersonal skills including the ability to explain and/or present results and analysis
PI195127877
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