Credit Risk Data Scientist II

📋 Description

• Oversee the development, validation, and performance monitoring of credit risk models used for
• Apply advanced statistical, econometric, machine learning, and data science techniques to credit
• Support and oversee models based on Probability of Default (PD), Loss Given Default (LGD), and
• Manage and strengthen the model governance framework, ensuring appropriate controls across model
• Evaluate model performance through back testing, monitoring, validation, and adjustment activities
• Support CECL processes, including quantitative and qualitative modeling components, implementation

🎯 Requirements

• Bachelor’s degree in quantitative finance, economics, statistics, mathematics, data science
• Master’s degree in financial engineering, data science, applied mathematics, or another
• 7+ years of experience in credit risk modeling, model development, model validation, model risk
• Proven experience developing or overseeing Expected Loss models using PD, LGD, and EAD
• Deep expertise in machine learning, statistical modeling, econometric methods, and data science
• Strong experience with credit loss forecasting for CECL, stress testing, CCAR/DFAST, or similar

🎁 Benefits

• Base salary range of $130,146–$162,682.
• Fully remote work within the United States.
• Three medical plan options designed to accommodate different healthcare needs.
• Health Savings Account (HSA) options with eligible medical plans, including employer contributions.
• Flexible Spending Accounts (FSA) for healthcare and dependent care expenses.
• Dental and vision insurance.