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Quantitative Analytics Lead

3 days, 5 hours ago
Canada
Full-time
Senior
Data Scientist
Data Science and Analytics
Apache Spark Machine Learning Python Scikit-learn SQL
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Diversified Financial Services
1K-5K
Founded 2012
View All Jobs 137

Description

  • Perform independent validation and ongoing monitoring of machine learning models used for credit underwriting, credit risk, and fraud detection.
  • Identify model weaknesses and opportunities for improvement.
  • Collaborate with model owners to remediate model validation findings.
  • Partner cross-functionally to implement and maintain the company’s model risk management framework.
  • Work with Internal Audit, Internal Controls, and Compliance to resolve audit and regulatory requests in a timely manner.
  • Develop a deep understanding of the models that drive critical business decisions and help mitigate risks from ineffective model design or misuse.

Requirements

  • 4-6 years of professional experience in related technical areas such as model development, model validation, or data science.
  • Deep and broad knowledge of machine learning modeling, credit underwriting, credit risk management, and/or fraud detection and fraud risk management.
  • Proven ability to work with scripting languages such as Python and large-scale datasets such as SQL.
  • Extensive experience with machine learning platforms and frameworks such as scikit-learn and pyspark, as well as cloud-based coding environments and databases.
  • BS, MS, or PhD in a quantitative field such as Math, Data Science, or Computer Science.
  • Strong attention to detail and curiosity about data, models, and algorithms.
  • Skilled critical thinking and problem solving.
  • Excellent interpersonal and verbal/written communication skills.

Benefits

  • Base salary range of $145,000 to $205,000 per year.
  • Monthly stipends for health, wellness, and tech spending.
  • 100% subsidized medical coverage for you and your dependents.
  • Dental and vision coverage for you and your dependents.
  • Remote-first work environment with flexibility to work almost anywhere within the country of employment.
  • Competitive vacation and holiday schedule.
  • Employee stock purchase plan (ESPP) with shares available at a discount.

Interested in this position?

Apply directly on the company website

Apply Now

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