Sr Data Scientist at Citizens
About the position
Responsibilities
• Develop statistical/econometric credit risk models, including default prediction, recovery, and valuation models.
• Collaborate with business line partners and risk managers to socialize models and support ongoing requests.
• Work with the independent model validation team to get models approved after development work is complete.
• Analyze portfolio trends in support of strategies and applications.
• Support the implementation of the developed models.
• Prepare ad-hoc risk quantification projects at the request of management.
Requirements
• At least 5 years of experience in commercial/consumer banking credit modeling and/or related experience in an academic setting.
• Extensive understanding of relational databases and ability to effectively utilize statistical software such as SAS, Stata, and R.
• Bachelor's Degree in Economics, Finance, Mathematics, or Statistics at a minimum.
• PhD or Master's degree in Economics, Statistics, Finance, Physics, or Mathematics preferred.
Apply Now
Apply Now
Responsibilities
• Develop statistical/econometric credit risk models, including default prediction, recovery, and valuation models.
• Collaborate with business line partners and risk managers to socialize models and support ongoing requests.
• Work with the independent model validation team to get models approved after development work is complete.
• Analyze portfolio trends in support of strategies and applications.
• Support the implementation of the developed models.
• Prepare ad-hoc risk quantification projects at the request of management.
Requirements
• At least 5 years of experience in commercial/consumer banking credit modeling and/or related experience in an academic setting.
• Extensive understanding of relational databases and ability to effectively utilize statistical software such as SAS, Stata, and R.
• Bachelor's Degree in Economics, Finance, Mathematics, or Statistics at a minimum.
• PhD or Master's degree in Economics, Statistics, Finance, Physics, or Mathematics preferred.
Apply Now
Apply Now