Sr Data Scientist at Citizens
About the position
- Responsibilities
- Develop statistical/econometric credit risk models, including default prediction, recovery, and valuation models.
- Collaborate with business line partners and risk managers to socialize models and support ongoing requests.
- Work with the independent model validation team to get models approved after development work is complete.
- Analyze portfolio trends in support of strategies and applications.
- Support the implementation of the developed models.
- Prepare ad-hoc risk quantification projects at the request of management.
- Requirements
- At least 5 years of experience in commercial/consumer banking credit modeling and/or related experience in an academic setting.
- Extensive understanding of relational databases and ability to effectively utilize statistical software such as SAS, Stata, and R.
- Bachelor's Degree in Economics, Finance, Mathematics, or Statistics at a minimum.
- PhD or Master's degree in Economics, Statistics, Finance, Physics, or Mathematics preferred.
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