Data Scientist for CECL Modeling
3 weeks ago
Piper Companies is seeking a highly skilled Data Scientist to join their team in Mclean, VA. The ideal candidate will have experience in quantitative modeling, data manipulation, and advanced data analysis.
The Data Scientist will be responsible for implementing models for loan loss allowance, CECL, stress testing, and prepayment models for various products. They will also maintain documentation for key processes and model components, ensuring standardization of processes that satisfy model risk management, audit, and regulatory requirements.
The successful candidate will have a Master's degree in a quantitative field, such as Statistics, Mathematics, Economics, or Finance. They will also have experience with SAS, R, Python, and proficiency working with large datasets. Additionally, they will have extensive experience with Logistic Regression, Linear Regression, Survival Analysis, Time Series Analysis, Decision Trees, Cluster Analysis, Markov Chain, and Machine Learning.
The Data Scientist will be part of a hybrid team in Mclean, VA, and will have access to full benefits, including PTO, Paid Holidays, Cigna Healthcare, Dental, Vision, and 401k with ADPTS.
Keywords: #LI-CR2 #LI-HYBRID
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