AsRisk Modeling Vice President
Job Responsibilities:
- Manage end-to-end model development process, including data sourcing, manipulation, exploratory data analysis and pattern discovery, documentation, assisting with implementation, and performance monitoring.
- Understand and evaluate efficiency of modeling techniques including both classical statistical modeling approaches and modern machine learning approaches to enhance existing models and tackle challenging modeling problems.
- Collaborate with cross functional partners in Risk, Finance, Technology, Model Governance throughout the entire modeling life cycle.
Required qualifications, capabilities, and skills
- Advanced degree in a quantitative discipline (e.g., Mathematics, Statistics, Economics, Computer Science) with 9+ years of relevant working experience
- Strong data analysis and statistical/economic modeling experience, such as generalized linear models, multivariate analysis, and time series analysis.
- Proficiency in advanced analytical languages (e.g., Python); Familiarity with framework of machine learning pipeline (e.g., tensor flow, scikit-learn); experience on the cloud platform (e.g., AWS)
- Demonstrated expertise in data wrangling and model building on a distributed Spark computation environment (with stability, scalability and efficiency).
- Strong communication skills to present to and collaborate with business partners and model end-users.
- Strong organizational and multi-tasking skills with demonstrated ability to manage expectations and deliver quality results on time.
- Knowledge of credit industry collection and recovery or similar experience in past
Preferred qualifications, capabilities, and skills
- GPU experience is desired.