Sr. Risk Consulting Associate - Data Science
Job Description ? Conduct applied machine learning research and apply statistical analysis and other modeling techniques to structured and alternative data sources in finance domain
? Develop customized machine learning/deep learning models to estimate credit risk and delivery production-grade code bases for deployment.
? Operate and extend the data science platform to deliver production-grade data curation and analysis services
? Discuss, suggest, and brainstorm new advanced technology solutions with team members
? Communicate results and models to team members and explain methodologies to team members and stakeholders in layperson terminology.
? Own end-to-end data workflows and develop deep domain expertise on the underlying actors and behaviors manifested through data
? Exposure to credit risk analytics and modelling viz. PD, LGD, EAD, stress testing, loan life-cycle models
? Prior experience with banks and other financial institutions is preferred
? Masters or PhD in pure sciences such as statistics, mathematics, or other quantitative fields. Experience in financial services industry is preferred.
? 3+ years of applied R&D experience or professional experience (research in a university or industry) developing and deploying data and algorithm-driven software products.
? Experience on building Credit Risk models (application and behavioral scorecards, EAD, LGD and PD models, forecasting, logistical regressions etc)
? Strong programming skills (3+ years of programming experience) in Python, C++, R or Matlab.
? Knowledge of NLP and machine learning libraries such as SpaCy, NLTK, Stanford NLP, Numpy, and Scikit-learn.
? (preferred) Working experience with deep learning and Big Data frameworks such as TensorFlow, Keras, PyTorch, Caffe, Spark, or Hadoop.
? Excellent communication skills (oral and written) to explain complex algorithms, solutions to stakeholders across multiple disciplines, and the ability
Moody's is an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, national origin, disability, protected veteran status, sexual orientation, gender expression, gender identity or any other characteristic protected by law.
Candidates for Moody's Corporation may be asked to disclose securities holdings pursuant to Moody's Policy for Securities Trading and the requirements of the position. Employment is contingent upon compliance with the Policy, including remediation of positions in those holdings as necessary.