This client is member-owned financial institution who is looking for a Manager of Data Science on their loss forecasting team. This individual will be a key hire in managing and developing their loss forecasting capabilities, including model development, implementation, and ongoing monitoring across the entire credit risk lifecycle.
Job Responsibilities:
- Contribute to the model development team and can assist with projects, portfolio management, and existing customer management
- Lead the team responsible for data science and analytics pertaining to loss forecasting and credit risk management
- Facilitate the ongoing learning and deployment of advanced data science/machine learning methodologies
- Build, hire and retain a high performing team of data scientists
- Assist with PD, LGD, and EAD modeling for CECL estimates
Job Requirements:
- 5+ years of experience in Credit Risk
- 2+ years of experience in Model Development and CECL implementation
- Strong Python experience
