Data Scientist

DESCRIPTION:

Duties: Interpret large and complex data to design and execute analytical use cases focused on optimizing loan portfolio performance.

Conduct analyses in areas including customer attrition and borrowing behavior of corporate and middle market clients, risk-based product pricing, credit risk early warning, and effectiveness of end-to-end credit delivery processes.

Develop credit performance metrics and deliver insights on trends, anomalies, and constraints using advanced analytical and statistical approaches.

Apply advanced data mining and machine learning techniques to analyze factors that influence metrics that must accommodate testable assumptions and lead to predictive scoring capabilities.

Interface with senior business stakeholders to understand analysis requirements, explain results, and hone analytics to address business concerns and evolving management strategies.

Deliver monthly executive management reporting on portfolio health to Credit Risk leadership leveraging custom analytical workflows.

Drive quality control efforts and ensure analytics meets quality, control, and consistency standards.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Operations Research, Statistics, Applied Mathematics, Data Science, Quantitative Finance or related field of study plus 2 (Two) years of experience in the job offered or as Data Scientist, Quantitative Risk Management, Merchant Services, Quantitative Finance, Data Engineer, Analytical Software Engineer, Business Intelligence Analytics, or related occupation.

Skills Required: This position requires experience with the following: Client behavior classification and scoring; Building statistical, time-series or multivariate regression credit-risk models; Correlating data patterns to intrinsic or external drivers; Statistical modeling using SAS, R, or Python; Querying large transactional and reference data using SQL on Oracle, Teradata, or AWS Redshift; Presenting technical solutions and results to executive-level audiences with compelling data visuals using PowerPoint, Tableau, or Qlik; Authoring technical specifications to data architecture and technology deployment teams; Implementing production solutions using Agile SDLC; Atlassian collaboration tools including Jira or Confluence; Building and maintaining data workflow and process automation solutions using SAS or Alteryx on local or server instances; Meeting audit and regulatory requirements for analytical or modeling solutions; Managing data projects end-to-end including working with stakeholders on capturing requirements and product user adoption.

Job Location: 10 South Dearborn St, Chicago, IL 60603.

We offer a competitive total rewards package including base salary determined based on the role, experience, skill set, and location.

For those in eligible roles, discretionary incentive compensation may be awarded in recognition of individual achievements and contributions.

We also offer a range of b...