Sr Data Scientist

Key Skills

Data Analysis, Data science techniques, Database, Machine learning techniques, Oracle, Python Programming, R Programming, SAS, SQL, Tableau

Job Description

Duties: Analyzes portfolio valuations, correlations, concentrations, and prepayment risk to support the development of industry risk assessment methodologies and quantitative techniques for lending risk exposure and structured product valuation. Develops and manages econometric models built on solid conceptual foundations that supports business needs. Works with business line partners in embedding and socializing econometric models and supports them with on-going requests for economic model enhancements. Works with the independent model validation team to facilitate the approval of models following development. Maintains large data sets using advanced statistical and modeling tools and by pulling datasets directly from source systems. Identifies data quality issues and works with appropriate parties to resolve or remediate. Maintains, reviews, and adheres to organization’s ALM policy and verifies the integrity of the underlying data. Performs constant monitoring and validation of underlying theories and methodologies. Participates in peer review sessions and maintains awareness of new modeling techniques to ensure the application of best practices.

Requirements: Master’s degree in Computer Science or a related field and three (3) years of experience in the position offered or a related position. Full term of experience must include: Utilizing relational databases, statistical analysis programming languages, and software, including SAS Enterprise Guide, SQL, and Python, to extract high volume and complex data from external databases, including Oracle; Performing exploratory data analysis in Datalake using Python; Developing predictive models by implementing data analysis and research, including time series analysis, regression analysis, categorical analysis, 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 Tableau, 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 and Python; Standardizing, harmonizing, cleaning, preparing, and using data for developing datasets, reporting and analysis; Utilizing SQL Tools including Oracle and SQLite; and Building pilot solutions & performing proof of concept for business problems using technologies including Graph Databases.

May telecommute from any US location.

Direct applicants only.

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Equal Employment Opportunity

At Citizens we value diversity, equity and inclusion, and treat everyone with respect and professionalism. Employment decisions are based solely on experience, performance, and ability. Citizens, its parent, subsidiaries, and related companies (Citizens) 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 (including transgender individuals who are transitioning, have transitioned, or are perceived to be transitioning to the gender with which they identify), 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.