Remote Risk Analytics Models Job in United States SoFi

Who you are

• 5+ years of statistical modeling experience with a Master’s or PhD degree in Statistics Mathematics Economics Engineering Computer Science or a quantitative field
• Proficient in Python SQL & Tableau
• Experienced in model development and data analysis
• Excellent knowledge of data science statistical methodologies and machine learning models e.g. linear regression logistic regression decision trees gradient boosting random forests neural network clustering analysis etc.
• Hands-on knowledge on common loss forecasting methodologies e.g. econometrics modeling discrete survival modeling state transition Markov Chain etc.
• Strong communications and presentation skills
• Someone who is highly motivated and drives change is eager to learn and able to work collaboratively in a complex and fluid environment

Desirables

• Familiarity working with bureau sandbox data a plus
• Experience with generating credit reporting dashboard a plus
• Experience with developing and productionizing models in the AWS environment a plus

What the job involves

• Developing quantitative/machine learning models to forecast product losses
• Aggregating and synthesizing datasets from multiple data environments
• Analyzing complex datasets to understand the performance and drivers for losses across various products
• Investigating external credit data to identify trends in the market and industry
• Conducting loss sensitivity analysis
• Automating models and analytical dashboards
• Monitoring the models’ performance and re-calibrating the models as needed
• Working with Business Units, Operations, Product, Capital Markets, Finance, Accounting and Risk partners