Staff Data Scientist

Staff Data Scientist

Requirements

• 6+ years of work experience in the related areas especially unsecured loan underwriting with a Master’s or PhD degree in Statistics, Mathematics, Economics, Engineering, Computer Science, or a quantitative field.
• Excellent knowledge and experience of machine learning and statistical modeling methods for supervised and unsupervised learning. These methods include (but not limited to) regression, clustering, outlier detection, novelty detection, decision trees, nearest neighbors, support vector machines, ensemble methods and boosting, neural networks, deep learning and its various applications. Continuously follow the advancement of machine learning and artificial intelligence to update your knowledge and skills in order to solve business problems with the most efficient methodologies.
• Strong knowledge of AI and AI safety
• Strong programming skills in Python
• Strong knowledge of databases and related languages/tools such as SQL, NoSQL, Hive, etc.
• Strong presentation skills: able to use data to tell a clear and compelling story; comfortable with public speaking across various forums, including regulatory examinations, and able to effectively and logically communicate when information is being challenged in an open forum.
• Ability and confidence to exercise influence over a wide range of individuals at different levels of technical and business leadership.
• Someone who is highly motivated and drives change, is eager to learn and able to work collaboratively in a complex and fluid environment.

Responsibilities

• Proactively identify opportunities and collaborate cross functionally to develop, implement, and continuously improve machine learning models and strategies that support credit underwriting
• Proactively identify opportunities to apply AI and advanced machine learning approaches to solve complex business problems
• Evaluate alternative data sources and external vendor solutions by defining and driving proof of concept projects to demonstrate the solutions’ business values
• Explore and leverage in-house, external, and other open-source machine learning software/algorithms
• Contribute in enhancing SoFi’s risk model development code base by developing customized Python scripts or packages
• Collaborate with Model Risk Management team and Fair Lending team to demonstrate models are developed with high level rigor that satisfy Model Risk Management requirements, Fair Lending requirements, and other regulatory requirements
• Spearhead model deployment by collaborating with cross functional teams including Credit, Product, Engineering, and Business Unit
• Present model performance and insights to Credit, Risk, and Business Unit leaders.

Preferred Qualifications

• Experience in communicating with OCC, Fed, and CFPB