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Key job responsibilities
Use machine learning and statistical techniques to create scalable risk management systemsDesign, development and evaluation of highly innovative models for risk managementWorking closely with operations staff to optimize risk management operations,Establishing scalable, efficient, automated processes for large scale data analyses, model development, model validation and model implementationResearch and implement novel machine learning and statistical approaches
- Master's degree in computer science, mathematics, statistics, machine learning or equivalent quantitative field
- Experience programming in Java, C++, Python or related language
- Experience with SQL and an RDBMS (e.g., Oracle) or Data Warehouse
- Experience implementing algorithms using both toolkits and self-developed code
- Have publications at top-tier peer-reviewed conferences or journals
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