Utilize cutting-edge approaches to design and develop sophisticated machine learning models to drive impactful decisions for the business
Leverage big data/distributed computing/cloud computing platforms to optimize and accelerate model development processes
Work closely with the senior management team to develop ambitious, innovative modeling solutions and deliver them into production
Collaborate with various partners in marketing, risk, technology, model governance, etc. throughout the entire modeling lifecycle (development, review, deployment, and use of the models)
Basic Qualifications
Ph.D. or MS degree in Mathematics, Statistics, Computer Science, Operational Research, Econometrics, Physics, or other related quantitative fields
Deep understanding of advanced machine learning algorithms (e.g., regressions, XGBoost, Deep Neural Network – CNN and RNN, Clustering, Recommendation) as well as design and tuning
Polished and clear communication
Preferred Qualifications
3+ years of experience in developing and managing predictive risk models in financial industry
Demonstrated experience in designing, building, and deploying production quality machine learning models such as XGBoost, GBM, etc. Experience in interpreting deep learning models is a plus
At least one year of experience and proficiency in coding (e.g., Python, Tensorflow, Spark, or Scala) and big data technologies (e.g., Hadoop, Teradata, AWS cloud, Hive)
Demonstrated expertise in data wrangling and model building on a distributed Spark computation environment (with stability, scalability and efficiency). GPU experience is desired
Strong ownership and execution; proven experience in implementing models in production