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Principal Data Scientist
- Boston, Massachusetts, United States
- Boston, Massachusetts, United States
Über
Duties Analyze credit risk valuation models, correlations, concentrations, rating migrations, and risk contributions. Develop econometric models built on solid conceptual foundation that supports business needs. Work with business line partners in embedding and socializing econometric models and support with on‑going requests. Analyze commercial lending portfolios to review trends that support applications models. Explore large data sets using advanced statistical and modeling tools and pull datasets directly from source systems. Work with appropriate parties to resolve or remediate data quality issues. Maintain, review, and adhere to organization’s credit policy. Conduct constant monitoring and validation of underlying credit theories and methodologies. Support implementation of developed models, including third party vendor solution tools for credit risk and other applications. Participate in peer review sessions and maintain awareness of new advances in credit risk modeling techniques to ensure the application of best practices to CFG credit risk models. Maintain technical documentation of developed models and model implementations. Troubleshoot implemented models in both internal and third‑party vendor solutions.
Requirements
Master’s degree in Physics, Data Analytics, or related quantitative field and two (2) years of experience in the role or in a related position.
Experience utilizing relational databases, statistical analysis programming languages, and software, including SAS Enterprise Guide, SQL, R, Stata, AWS RedShift, and Python, to extract high volume and complex data from external databases, including Oracle; performing exploratory data analysis in the data lake using Python & R; developing predictive models by implementing data analysis and research, including time series analysis, regression analysis, categorical analysis, machine learning methods, advanced econometric techniques related to panel data analysis, and data imputation; utilizing the underlying mathematical principles behind statistical methods to evaluate and interpret the results of predictive models in a reasonable manner; utilizing advanced statistical programming and visualization software, including SAS, Python, and R, to create complex reports and graphs; building back testing and benchmarking tools to monitor model performance in accordance with established ALM policy; implementing complex computational methods and models using R, SAS, and Python; standardizing, harmonizing, cleaning, preparing, and using data for developing datasets, reporting and analysis; utilizing SQL tools including Oracle and SQLite; building pilot solutions and performing proof of concept for business problems using technologies including graph databases; utilizing distributed computing and cloud software, including Amazon Web Services and Sage Maker; utilizing version control tools, including Git, to develop reproducible code; utilizing command line interface and shell scripting languages to optimize workflows; utilizing package version management software, including Anaconda; utilizing integrated development environments, including VS Code, RStudio, Jupyter, and JupyterLab; and utilizing documentation tools, including LaTeX and RMarkdown.
Worksite and Compensation Worksite: 28 State Street, Boston, Massachusetts 02109, United States. 40 hours per week. Salary Range: $156,000 – $194,000 per year. May telecommute from any U.S. location.
Equal Employment Opportunity Citizens, its parent, subsidiaries, and related companies provide equal employment and advancement opportunities to all colleagues and applicants for employment without regard to age, ancestry, color, citizenship, physical or mental disability, perceived disability or history or record of a disability, ethnicity, gender, gender identity or expression, genetic information, genetic characteristic, marital or domestic partner status, victim of domestic violence, family status/parenthood, medical condition, military or veteran status, national origin, pregnancy/childbirth/lactation, colleague’s or a dependent’s reproductive health decision making, race, religion, sex, sexual orientation, or any other category protected by federal, state and/or local laws. At Citizens, we are committed to fostering an inclusive culture that enables all colleagues to bring their best selves to work every day and everyone is expected to be treated with respect and professionalism. Employment decisions are based solely on merit, qualifications, performance and capability.
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Sprachkenntnisse
- English
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