Data Scientist [Integrated Risk Management]

Responsibilities

• Develop and implement advanced statistical models for our credit portfolio at both per-account and aggregate levels to predict behavior and optimize performance
• Create sophisticated Net Present Value (NPV) models and their core components on a per-account basis for our various credit products
• Analyze and model not only expected outcomes but also their deviations, distributions, and uncertainty, recognizing the inherently probabilistic nature of financial and risk data
• Design diagnostic and forecasting models that help identify, monitor, and mitigate risks across the organization
• Partner with cross-functional stakeholders to investigate model performance, understand deviations from expectations, and improve decision-making processes
• Contribute to the development of quantitative methodologies and risk frameworks across credit, financial, and operational risk domains

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