Manager, Data Engineer

Key Skills

Big Data Technology, Data Lineage, Data Modeling, Data science techniques, Finance, H2O, Java Programming, Leadership, Machine learning techniques, Management, PySpark, Python Programming, Risk Analytics, SQL

Job Description

This Model Production and Automation Manager role is in Discover’s Finance Data Science department, serving as a Subject Matter Expert in developing and maintaining financial forecast model execution process to produce forecasts for business planning, capital stress testing (CCAR), and other financial analysis activities. Financial forecasts include credit loss, CECL reserve, loan receivables, payments, and revenue across Discover’s card, student loan, personal loan, and home loan products, as well as direct-to-consumer deposits.

What You’ll Do

• Manage a team of data scientists/modelers to provide modeling solutions to Discover businesses, while adhering to enterprise compliance and governance standards.
• Direct and lead the team to develop models, utilizing machine learning and other algorithms.
• Present the results of mathematical modeling and data analysis to management or other end users.
• Serve as a Subject Matter Expert in developing and maintaining statistical/econometric models to forecast credit loss, reserve for business planning and capital stress testing.
• Lead all technical aspects of model performance tracking, model risk management related analysis, and research on modeling techniques and tools to serve business needs.
• Develop advanced analytics solutions including segment, vintage, portfolio, and customer analytics to produce reasonable loss forecasts. Identify the key leading indicator for credit losses and evaluate the impacts from credit strategies.
• Maintain strong knowledge in model execution environment, including process automation, data structure development, programming, and testing across technology platforms to ensure accuracy and efficiency.
• Manage process automation, data structure development, programming, and testing model implementation across technology platforms to ensure accuracy and efficiency.
• Analyzing, designing, and validating structured/unstructured data sources, data transformations, data lineage, data quality rules, data models, built on traditional warehouses as well as Big Data systems.
• Partners with the business and technology teams to develop innovative data solutions to support advanced analytics initiatives such as AI, Machine Learning, and traditional analytic platforms.
• Support the analysis of financial forecast result and prepare management reports.
• Manage application development cycle, including collecting and preparing the business requirements for technology teams, conducing user acceptance test and implementation.

How You’ll Do It

• Motivate and mentor the team of data scientists/modelers to grow their skills and careers?creating a nurturing environment that encourages innovation and continual learning.
• Leverage deep technical knowledge and leadership skills to drive development of data-science solutions and implement data-driven recommendations and outcomes.
• Act as a liaison among Corporate Risk, Finance, decision management, business technology teams, and other business partners in model-lifecycle to escalate model time to market.
• Build relationships with business partners.
• Allocate resources and prioritize projects, ensuring modeling projects are delivered in a timely manner.
• Maintain a high level of competency in statistical and analytical principles, tools and techniques, and support the advancement of best-in-class analytical capabilities to unlock new proficiencies and enhance performance, and quickly adapt to modern modeling techniques. Demonstrate technical knowledge in analytical tools.

Qualifications You’ll Need

The Basics

• Master's degree in statistics, math, computer science, engineering, economics, or related quantitative field
• 4+ years of experience in project management and modeling, or related field

Bonus Points If You Have

• Ph.D. in statistics, math, computer science, engineering, economics, or related quantitative field
• 6+ years of experience in the financial service industry, or related field
• 1+ years of experience in people management or project management
• Python, SQL, H2O, Pyspark experience
• Credit Analytics on consumer lending products