Roles and Responsibilities:
- Develop and deploy machine learning models for risk, marketing and other essential metrics, collaborating closely with stakeholders to ensure accurate and timely implementation.
- Carry out data processing including statistical analysis, variable selection, and dimensionality reduction, custom attribute engineering, as well as the evaluation of new data sources.
- Use ML techniques such as regression, classification, clustering, tree-based algorithms, support vector machine to address business problems.
- Improve upon existing methodologies by developing new data sources/features, testing model enhancements, and fine-tuning model parameters.
- Provide the business and other stakeholders with advice and support on model use, model impact and model implementation.
- Work with model governance teams to develop methods and metrics for ensuring all models continue to perform as expected according to internal and external model risk standards.
- Understand the systems and the business processes that populate those systems with data
- Automate processes to ensure scalability of solutions by collaborating with cross-functional teams.
Skill requirements:
- Bachelors/Masters in a quantitative field (Engineering, Statistics, Econometrics, Mathematics, Computer Science etc)
- 2-5 years of experience as a Data Scientist preferably in the banking or financial services sectors
- Strong programming background (Python, Pyspark, SAS, SQL etc.)
- Hands on experience in building and implementing best in class Machine Learning models.
- Familiarity with ML models - XGBoost, Light GBM, Random Forests, SVMs, multivariate analysis, clustering, dimensionality
- Experience in carrying out data processing including statistical analysis, variable selection, and dimensionality reduction, custom feature engineering, as well as the evaluation of new alternate data sources
- Experience in partnering with technology teams to implement models/algorithms in production
- Ability to communicate clearly and effectively with stakeholders at all levels of the business
- Ability to work independently and deal with ambiguity.
- Highly motivated and collaborative team player with strong interpersonal skills