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Reporting to Director, Risk Modeling & Machine Learning, you will responsible for managing, monitoring and building predictive risk and revenue models that support retail and small business Credit Strategies in Personal & Commercial banking.
What will you do?
Developing risk and revenue models that support credit decisions in Portfolio Management and Credit Strategies (adjudication, account management and collection)
Responsible for end-to-end project management, continuous interaction with key stakeholders (strategy, implementation, business and model validation partners)
Responsible for comprehensive model documentation
Accountable for managing and monitoring of existing models
Responsible for resolving issues raised by independent validation, Internal Audit and ongoing model monitoring
Responsible for documentation related to existing models (annual assessment and re-validation, model updates)
Responsible for monitoring existing models, identifying potential weaknesses and limitations, conducting deep dives if necessary
Exploring and leveraging best practices in model development and management
Responsible for making decisions on technical details around the scoring solution, development, ongoing management and deployment of models
What do you need to succeed?
University Degree, preferably graduate in computer science, finance, mathematics or engineering
4+ years of relevant work experience
Working knowledge of advanced statistical methods and Machine Learning techniques
High level experience in data manipulation on large datasets (ingestion, processing, merging and aggregation of data)
Fluency in both SQL and Big data technologies (Hadoop, Spark)
Expert in creating clean and efficient production code (either in Python, R, Java, Scala)
Experience in code sharing solutions (Github)
Experience in automation and scheduling of data pipeline for end-to-end scoring solutions
Knowledge on data access, data modeling, data architecture and data storage techniques
Strong UNIX command line knowledge
Strong written and verbal communication skills, especially in explanation of complex concepts to a non-technical audience
Exceptionally strong conceptual, analytical and problem solving skills
Experience with Financial Institution and/or Credit Bureau data
Knowledge of consumer lending products
What's in it for you?
We thrive on the challenge to be our best, progressive thinking to keep growing, and working together to deliver trusted advice to help our clients thrive and communities prosper. We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.
Comprehensive Total Rewards Program including bonuses and flexible benefits, and competitive compensation
Leaders who support your development through coaching and managing opportunities
Ability to make a difference and lasting impact
Work in a dynamic, collaborative, progressive, and high-performing team
Flexible work/life balance options
Access to a variety of job opportunities across business and geographies
Internal Number: 6284409
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