Principal Data Scientist

Job Summary

Analyzing credit risk valuation models, the full-time Principal Data Scientist will develop econometric models, collaborate with business partners, and explore large datasets using advanced statistical tools, with the option to telecommute from any U.S. location.

Key responsibilities

• Analyze credit risk models and commercial lending portfolios to support applications and identify trends
• Develop and implement econometric models while ensuring adherence to the organization's credit policy
• Conduct monitoring and validation of credit theories, participating in peer reviews and maintaining technical documentation

Required qualifications

• Master's degree in Physics, Data Analytics, or a related quantitative field
• Two years of experience in data analysis, modeling, or a related position
• Proficiency in relational databases and statistical programming languages such as SAS, SQL, R, and Python
• Experience with predictive modeling techniques, including time series and regression analysis
• Familiarity with cloud software and distributed computing, including AWS and Sage Maker