Senior Associate, Data Scientist

Senior Associate Data Scientist role within credit risk management focused on loss forecasting modernization and data transformation. You will build and govern predictive statistical/machine learning models for CCAR-related and card loss forecasting use cases.

• Partner cross-functionally to identify and quantify risks associated with models
• Leverage Python, Conda, AWS, and Spark to reveal insights within data
• Build statistical/machine learning models to challenge champion models deployed in production
• Contribute to model governance for next generation machine learning models
• Present how model risks could impact the business to executives

Develop and validate statistical/machine learning models using Python, Conda, AWS (Amazon Web Services), and Spark. Support loss forecasting modernization by building predictive models, challenging production champion models, and contributing to model governance and model risk communication.

The ideal candidate is a senior-level data scientist focused on credit risk and loss forecasting modernization, with experience transforming data and building statistical or machine learning models. They are comfortable working with Python, Conda, AWS (Amazon Web Services), and Spark, and can contribute to model governance while communicating model risk impacts to executives.