Collaborate with risk strategy teams and operations to understand business needs, data generating process, system capability, and potential model impact.
Design machine learning solutions to address business needs, including explainable machine learning models and reinforcement learning models
Manage multiple model development projects
Collaborate with various partners in Marketing, Finance, Technology, Model Governance, Compliance, Risk, Legal, etc. throughout the entire modeling lifecycle.
Manage model risk and related governance and controls
Synthesize the findings at various points through the model development process to share actionable insights with senior leadership and other stakeholders
Drive constant innovations to drive sustained improvement in collections and recovery capabilities of the firm
Required qualifications, capabilities, and skills:
Ph.D. or MS degree in Mathematics, Statistics, Computer Science, Operational Research, Econometrics, Physics, or other related quantitative fields
Minimal 10-year of experience in developing and managing ML or predictive risk models in financial institutions
Hand-on experience in developing and deploying real-time transaction models with massive data from various sources, internally and externally
Developed ML/AI models in big data platform (Hadoop and Cloud) and deployed them into real-time scoring engines, such as mainframe, cloud or distributed computing systems
Experience in developing and deploying commercial applications for machine learning that are interpretable
Experience in open source programming languages for large scale data analysis such as Python / Scala / Java / PySpark
Experience with supervised and unsupervised machine learning algorithms such as XGBoost, CNN, RNN, SVM, Reinforcement Learning, Markov Process
Minimal 3-year experience managing a sizable team of data scientists/ modelers/ machine learning engineers
Experience in managing a team in a dynamic environment of high mobility
Polished and clear communications with senior management
Proven leadership in client/stakeholder/partner relationship management and high-performance team development