Job Title: Senior Data Scientist / Senior Manager, Data Science / Director, Data Science
Location: Grapevine TX, Southern CA, Possible Remote
Key Responsibilities:
Assess the impact of proposed credit policy changes using historical data and simulation (before/after impact) analysis. Provide recommendations/alternatives to Sr. Management around proposed policy changes based on impact analysis.
Enhance existing credit policy framework/rules by applying statistical analysis techniques including machine learning methods and decision trees/regression/conditional probability analysis on historical data to minimize loss exposure and maximize application conversion/business efficiency.
Lead development of key statistical modeling initiatives including, but not limited to, credit/application scorecards, cash flow/loss forecasting models, collateral valuation models, behavior/collection scoring models, etc.
Monitor application trends to isolate areas of opportunity/risk associated with existing automated decision policy/logic.
Manage changes to credit policy through internal decision engine change control / deployment process including translation of business rules into implementation/specifications. Independently test the accuracy of deployments in QA environment using both unit testing and batch testing methods.
Build monitoring/tracking reports which assess the effectiveness of model expectations relative to actual performance.
Ability to communicate clearly and liaison/develop strong partnerships with other internal resources to ensure on-time/successful implementation of risk management projects/priorities.
Translate complex model development code/estimates/methods into clear specifications/requirements for successful implementation into platform workflow technology (i.e., implementation of models outside of statistical software development tool).
Lead predictive value and cost/benefit assessment of new/alternative data sources from credit bureau and other alternative data vendors.
Contribute to development/enhancement of corporate enterprise data warehouse (EDW), by analyzing existing variables/measures currently in place as well as developing new variables/measures with significant business insight/value.
Ability to efficiently/effectively perform other ad-hoc research/analysis as assigned.
Qualifications:
Minimum 7 to 10 years of working/hands-on experience with statistical model development.
Expert level technical experience using at least one statistical software tool (R, Python, SAS, etc.).
Expert technical experience with SQL and ability to independently build datasets for advanced analysis and/or modeling exercise.
Master's degree in mathematics, Statistics, Economics/Econometrics, Computer Science, Decision Science, or other related field.
Experience in auto or other consumer lending space. Experience with non-prime/deep subprime lending is a plus.
Ability to build clear technical model/rule implementation specifications from model development code/process.
Highly motivated self-starter with the ability to work independently/remotely.
Excellent written and verbal communication skills across all levels and functions.