Data Scientist

Marlin Finance   •  

Salt Lake City, UT

Industry: Accounting, Finance & Insurance

  •  

Less than 5 years

Posted 169 days ago

This job is no longer available.

Responsibilities

  • Predictive model development, implementation and management. This includes writing the code, training/fitting of the model parameters
  • Develop models to forecast credit loss, new credit growth, balance attrition and profitability by channel including the creation of lifetime value modeling and portfoliovaluations
  • Independent model testing including evaluation of mathematical soundness, developmental evidence, historical performance, statistical testing, back testing, model benchmarking and appropriate sensitivity analyses
  • Full documentation of the model development process, any associated testing performed, any and all modelling assumptions (particularly management assumptions), and relevant control and governance processes surrounding mode
  • Present quantitative results clearly and concisely and display a capability to discuss statistical and quantitative concepts coherently
  • Identify areas to enhance auto decisions and scoring strategies to maximize process efficiencies
  • Work with cross-functional areas to develop predictive models such as response models, behavior models, dealer onboarding models, etc.
  • Strong communication and interpersonal skills and ability to explain complex modeling techniques to the management team
  • Maintain knowledge of changes in the regulatory environment including ensuring compliance with SR 11-07.
  • Lead analytic efforts in support of the continuous improvement of profitability, acquisition channel optimization and retention strategies
  • Portfolio monitoring and management
  • Loss forecasting & portfolio stress testing
  • Ensures individual objectives are aligned to achieve the overall corporate goals
  • Reviews and signs off on all validation reports and continuous monitoring outputs
  • Supports and ensures collaboration across business verticals and cross-functional departments to improve the identification, measurement, management, reporting and controls in governance and risk management environments
  • Promotes innovation in the risk domain to enhance efficiency and results

Qualifications

  • An advanced degree in Quantitative fields ( Economics, Statistics, Mathematics, Industrial Engineering)
  • Minimum 1 to 5 years of experience preferably in data science within the financial lending sector
  • Strong SAS, R or Python experiencerequired in addition to advanced skills in MS Office, Excel
  • Strong interpersonal and communication skills required
  • Possess in-depth knowledge and subject matter expertise of statistical techniques and their application.
  • Knowledge of techniques and tools that promote analysis and the ability to effectively interpret results and determine the correct course of action
  • Technical aptitude with strong logical, problem solving and decision-making skills
  • Proficient with the use of advanced statistical analysis software and applications (SAS, R, Python, SQL programming, etc.)
  • Strong understanding of statistical tools and their application to business, as well as principles of cost/benefit analysis, risk management, marketing, collections and operations
  • Ability to prioritize according to the strategic direction of the organization, ability to meet deadlines and follow through on the completion of high-profile projects and initiatives
  • Highly organized and detail oriented with the proven ability to multi-task
  • Strong written and verbal communication skills and ability to work with various levels of an organization

Job ID 2018-1282