Data Scientist I, Model Governance

General Summary:

The position plays a critical role in the oversight of predictive analytics and robust modeling at Elevate.  Data Scientist, Model Governance provides effective challenge, review, oversight, guidance, and ongoing monitoring for all models used within our Account Origination (Fraud, Risk and Response) and Account Management functions.

Principal Duties and Responsibilities:

• Review models and provide effective challenge and feedback to the developers to action change
• Manage a model review/validation program aligned to OCC 2011-12 / SR 11-7 guidelines
• Perform model stability monitoring to ensure ongoing performance for business applications
• Deliver model variable stability and performance reviews on determined cadence
• Write clear and detailed model documentation coordinating efforts with the model developers
• Work with other members of the Credit Risk  team to ensure all documentation is saved in the official repository and
• Insure internal Credit Policy standards for all new and existing models
• Utilize advanced statistical software to validate linear/non-linear, parametric/non-parametric based predictive modeling/data mining analytic methodologies
• Creation of associated decks for presentation to executive management
• Present findings and make recommendations to Model and Risk Governance teams
• Act as liaison between partner banks / third party validators and Elevate
• Complete all other projects as assigned
• Build and update suite of reporting to allow continued effective monitoring of models used within Elevate
• Assist with broader analysis and data engineering projects as required
• Define any changes to model monitoring KPI’s and methodology as required
• Support partner bank on going audit and underwriting validation as needed

Experience and Education:

• Minimum M.S./M.A. in a highly quantitative field (Statistics, Economics, Mathematics, or other quantitatively-oriented degree) or experience in a process related Senior Analyst role in an analytical capacity.
• Strong quantitative /statistical modeling capabilities, including with 5+ years of experience in credit scoring and model development preferred.
• Strong Python, R, and SQL skills preferred, with ability to conduct extensive data research required.  Candidates with experience with other software such as Python, SPSS, MATLAB may also be considered.
• Demonstrated experience working with large complex data sources.
• Strong PowerPoint presentation skills a plus.

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