Senior Data Scientist, Loss Forecasting

Social Finance LLC seeks Senior Data Scientist Loss Forecasting in San Francisco CA :

Job Duties : Develop advanced quantitative and machine learning models for Current Expected

Credit Loss (CECL) loss forecasting and stress testing. Aggregate and synthesize datasets

from multiple data environments. Analyze complex datasets to understand the performance and

drivers for losses across various products. Investigate external credit data to identify trends in

the market and industry. Conduct loss sensitivity analysis. Automate models and analytical

dashboards. Monitor the models performance and re-calibrating the models as needed. Work

with Business Units Operations Product Capital Markets Finance Accounting and Risk

partners to ensure correct loss expectations and trend of losses are communicated effectively

and executed appropriately. Telecommuting is an option.

Minimum Requirements : Masters degree (or its foreign degree equivalent) in Computer

Science Statistical Practice (any field) or a related quantitative discipline and four (4) years of

experience in the job offered or in any occupation in a related field.

Special Skill Requirements : Must have at least three (3) years of experience in (1) Develop

Comprehensive Capital Analysis and Review (CCAR) CECL loss forecasting models in

financial institutions using industry-standard methodologies; (2) Data Science; (3) Data

Analysis; (4) Predictive Modeling; (5) SAS or SAS Enterprise Miner; (6) Hive; (7) LaTeX; (8)

Python programming and PySpark; (9) Hadoop; and (10) Linux. Any suitable combination of

education training and / or experience is acceptable. Telecommuting is an option.

Salary : $191000.00 - $219650.00 per annum.

Submit resume with references using the apply button on this posting or email to : Req.# 24-

147363 at : ATTN : HR

#LI-DNI

Required Experience :

Senior IC

Key Skills

Laboratory Experience,Mammalian Cell Culture,Biochemistry,Assays,Protein Purification,Research Experience,Next Generation Sequencing,Research & Development,cGMP,Cell Culture,Molecular Biology,Flow Cytometry

Employment Type : Full-Time

Experience : years

Vacancy : 1

Yearly Salary Salary : 191000 - 219650