CCB Risk [Multiple Positions Available]

DESCRIPTION:

Duties: Develop artificial intelligence and machine learning (AI/ML)-based solutions that drive key credit decisions in the risk management process.

Work on strategic, highly visible machine learning projects and interact with business strategy, model governance, data management, and model implementation teams to drive business results.

Apply analytical, data science, and machine learning skills to solve complex business problems.

Work across teams to design, develop, and implement analytical models.

Responsible for these models throughout the model's life cycle, including data cleanup, data analysis, model selection, ongoing performance monitoring, issue resolution, and model retirement.

Monitor and validate existing models to support risk strategy and business functions.

Liaise with business partners to ensure alignment of the modeling team's Book of Work with the strategic direction of the business.

Contribute to the asks and requirements stemming from various regulatory exams.

Prepare presentations and reports for both non-technical and technical audiences including senior management, risk strategy and MRGR.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Statistics, Computer Science, Mathematics, Engineering or related field of study plus 3 years of experience in the job offered or as CCB Risk, Risk Strategy Analytics Analyst, Information Scientist, or related occupation.

The employer will alternatively accept a PhD in Statistics, Computer Science, Mathematics, Engineering or related field of study plus 1 year of experience in the job offered or as CCB Risk, Risk Strategy Analytics Analyst, Information Scientist, or related occupation.

Skills Required: This position requires one (1) year of experience with the following: Credit risk management in the financial industry; Performing machine learning quantitative analytics using Python and SAS; Working with credit risk data using Snowflake, Oracle, SQL, Teradata, and Hive.

This position requires any amount of experience with the following: Conducting credit risk analysis and working on entire account life cycle including acquisition, portfolio management, and collection; Performing business and personal financial statement analysis; Applying language models including GPT-4 and Claude and prompt engineering techniques including designing effective prompts, few-shot learning, chain-of-thought prompting, and retrieval-augmented generation to automate and enhance various business processes; Using analytical and modeling methods including decision tree, random forest, logistic regression, multivariate regression, gradient boosting machine, multinomial regression, multivariate analysis, discriminant analysis, principal component analysis and factor analysis, and clustering analysis; Using distributed computing techniques to process data sets with data containers, multithreading, and multiprocessing in PySpark and Scala; Designing and developing intera...