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Position: Principal Data Scientist
Institution: Citizens
Location: United States
Duties: By teaming with other Data Scientists and under the leadership of the Data Science Manager, develop deep knowledge in portfolio characteristics and customer behavior through data mining, segmentation analysis, and market analysis; Monitor model performance and communicate results to internal stakeholders; Propose model changes as necessary such as overlays and recalibration/redevelopment, supporting with sensitivity testing, back testing, and fundamental driver analyses; Demonstrate understanding of related models that affect ALM models and behavior, including interest rate and term structure models
Requirements: Graduate degree (M.S. or Ph.D.) in mathematical finance, economics, mathematics, statistics or similar; 4+ years of experience using fundamental and quantitative analysis in the Treasury modeling space at a bank or consulting firm to support risk management, forecasting, and pricing; Experience in developing time series forecasting models, utilizing techniques such as ARIMA, Error Correction or other relevant statistical and machine learning methods; Familiarity with common financial and economic data (FRED, Bloomberg, Economy.com, etc); Experience in programming such as (Excel/VBA, SQL, R, Python etc.); Experience with standard prepayment (BlackRock, Black Knight, QRM, ADCO) or deposit (QRM, Novantas) models desirable
   
Text: Principal Data Scientist By teaming with other Data Scientists and under the leadership of the Data Science Manager, develop deep knowledge in portfolio characteristics and customer behavior through data mining, segmentation analysis, and market analysis; Monitor model performance and communicate results to internal stakeholders; Propose model changes as necessary such as overlays and recalibration/redevelopment, supporting with sensitivity testing, back testing, and fundamental driver analyses; Demonstrate understanding of related models that affect ALM models and behavior, including interest rate and term structure models Graduate degree (M.S. or Ph.D.) in mathematical finance, economics, mathematics, statistics or similar; 4+ years of experience using fundamental and quantitative analysis in the Treasury modeling space at a bank or consulting firm to support risk management, forecasting, and pricing; Experience in developing time series forecasting models, utilizing techniques such as ARIMA, Error Correction or other relevant statistical and machine learning methods; Familiarity with common financial and economic data (FRED, Bloomberg, Economy.com, etc); Experience in programming such as (Excel/VBA, SQL, R, Python etc.); Experience with standard prepayment (BlackRock, Black Knight, QRM, ADCO) or deposit (QRM, Novantas) models desirable
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