Credit Predictive Modeling Expert
We apply state of the art predictive analytics to optimize the return of our investment portfolio. We care about data, are extremely RD driven in our approaches, and obsess with finding ways to better our algorithmic trading environment. Our fin-tech team is made up of senior experts in credit, programmatic trading, structured products and venture technology with an average of two decades experience.
Role Responsibilities:
We are looking for an exceptional candidate to be the lead predictive modeler / statistician on our investment team. The winning candidate will work directly with partners of the firm to develop and perfect our credit scoring, investment trading and risk management platform. As part of the core team, this person will be exposed to most aspects of the business and expected to wear many hats. This person should enjoy / excel working in an entrepreneurial, highly collaborative environment. This opportunity has tremendous upside in a fast growing organization addressing a disruptive new market opportunity.
This person will serve several key functions:
· Lead the development of our credit scoring
· Drive continuous improvement to our credit scores
· Partner with our Chief Credit Officer to develop a scalable SAS based system
· Ideally, this person will lead our statistics team. As such expect to train, mentor, drive results through other modeling resources.
Skills and Qualifications:
· 5+ years in consumer lending working in an analytic role
· 3+ years developing and implementing models in businesses that rely heavily on predictive models in their decision making
· Education: MS/PhD: Statistics / Economics / Math / Physics
· Programming Skills: SAS (and/or R, Matlab), SQL, prefer experience with TreeNet (stochastic gradient boosting), CART, Xeno
As a modeler, you are:
· Analytically innovative, talented at consultatively working backwards from market needs to design modeling approaches that solve compelling business problems
· Experienced collaborating with data teams to creatively identify, acquire, cleanse, and structure data sets useful for model development; well-equipped to expertly extract and process data sets from relational databases using SQL and SAS scripts
· Experienced in designing modeling samples in light of common sample challenges, such as treatment and selection bias, and skilled at building robust predictive models that hold up well on similar and extrapolated populations when implemented into production
· Adept at translating model predictions into model usage strategies and decision rules that business customers value and understand
· Experienced monitoring and assessing production model performance results; well equipped to translate model performance into business value reads and present value findings to internal and external customers
· Appreciative of a good balance between RD-based innovation, practical insights and improvements, and product automation and fast delivery time
· Open minded to new modeling techniques, research ideas, and able to translate statistical theory and publications into practical modeling solutions; continually seeking to learn from others and to share your own discoveries and insights for the benefit of others
· Location: Midtown Manhattan, Limited Travel 10%
· No visa sponsorship available, must be eligible to work in the US
Leave a Reply
You must be logged in to post a comment.