Data Scientist, Credit Risk

Posted 4 days agoViewed

💎 Seniority level: Middle, 3 years (if qualifying on a master’s degree) or 5 years (if qualifying on a bachelor’s degree)

📍 Location: United States

💸 Salary: 160000.0 - 250000.0 USD per year

🔍 Industry: Finance

⏳ Experience: 3 years (if qualifying on a master’s degree) or 5 years (if qualifying on a bachelor’s degree)

🪄 Skills: PythonSQLData scienceRisk ManagementFinancial analysis

Programming languages Python, SQL, and R.
Credit risk management and asset allocation, such as Shapley allocation, Euler allocation, or similar.
Monte Carlo simulation including copula, variance reduction, accuracy assessment.
Developing models end-to-end (e.g. research phase, development phase, testing phase, deployment phase).
Structuring, pricing, trading, and/or risk-managing credit products in the finance industry.

Use analytics and statistical modeling to understand and operationalize drivers of credit risk.
Own the end-to-end development lifecycle of credit risk models, from prototyping and testing to deployment in production, and act as the link between data science and risk functions, working closely with to improve risk modeling for the company’s revolutionary asset class.
Collaborate with Sales and Marketing teams to originate deals with the right risk profile while improving processes to enhance risk modeling efficiency.