Purpose of Job
The Data Science and Analytics team has been focused on building out a library of sophisticated models and the requisite infrastructure to enhance data driven decision making across the bank.
The team consists of highly accomplished business professionals blending expertise in mathematics, computer science, statistics and business to deliver innovative technical solutions driving business value.
We are seeking a high performance, enthusiastic professional with experience in applied artificial intelligence and machine learning to continue to build and lead our modeling efforts. The individual will manage a diverse group of highly quantitative individuals.
This leadership role must be adept at managing a team as well as communicating to senior stakeholders across the bank translating complex concepts into actionable business insights.
Key Job Accountabilities
• Build, manage and develop a team of highly quantitative researchers in machine learning and artificial intelligence.
• Lead and guide a change mandate across the bank by repositioning key customer behavioural models supporting the use of DNN's to better understand and predict customer behaviour
• Develop and implement the bank's strategy for using artificial intelligence across the non-retail customer base within the bank, supporting multiple groups and business lines to leverage the best techniques for solving complex business problems.
• Design, build and implement models for pricing and revenue optimization, graph theory and network analysis
• Lead the development of models for optimization of balance sheet, capital, funding and other financial resources across the entire bank
• Oversee the development of statistical predictive models using data science techniques (including linear and logistic regression, neural networks, decision trees, experimental design) testing, implementation, scoring and monitoring
• Lead several key research initiatives, with top Universities in Canada and the United States, including Queen's University, UC Berkeley and Vector Institute
• Design and develop big data applications for implementing predictive analytics and machine learning algorithms, with the goal of discovering valuable insights from available data
• Drive business value by presenting and delivering innovative new modeling approaches to complex problems
Skills, Experiences and Functional Competencies
• Must have demonstrated strong leadership with experience managing team of highly quantitative people mostly at the PhD level. Often working on multiple projects at once, while routinely re-prioritizing key deliverables
• Minimum 10+ years modeling experience
• Must be a strong communicator with the ability to galvanize business and explain complex modeling techniques to get business buy-in to implement sophisticated models
• Strong programming skills, preferably: R, Python, SQL
• Creative and enthusiastic person with a passion for data science and analytics
• Some background knowledge of financial markets with experience in Risk, Capital Markets, Treasury or other relevant field
• Must be able to interpret and consolidate large amounts of information into actionable recommendations
• Communicate the results and their implications to the business stakeholders
• Able to translate business objectives into actionable analyses, including excellent presentation and data visualization skills
The position requires research expertise in one of more of the following areas of artificial intelligence or cognitive science:
Deep Learning (recurrent and convolutional neural nets)
Reinforcement Learning (markov decision processes, Q-learning)
Natural Language Processing (information retrieval, knowledge representation
Education and Other Requirements
- Required minimum education: Master's in technical discipline such as (but not limited to) Mathematics, Econometrics, Operations Research, Computers Science or Statistics
- PhD preferred
- Relevant research experience is required
Requisition ID: 17669