Data Scientists Modeling

FastTek

Data Scientists Modeling

Data Scientists Modeling #487413
Job Description:

  • Econometrician/Statistician High-potential Econometrician/Statistician needed to assist in all phases of statistical model development, evaluation, and deployment of credit loss forecasting models.
  • Individual would have a great deal of autonomy in conducting research and selecting desired modeling methodology.
 
Responsibilities include, but are not limited to:
  • Employ statistical procedures to tackle a wide range of business problems which include:
  • Risk scoring both at loan origination and throughout its lifecycle,
  • Portfolio level forecasts of credit losses using survival analysis and origination risk assessment models
  • Portfolio and contract level models using macroeconomic data to predict probability of default, probability of loan payoff and loss given default.
  • Supporting models for expected credit loss forecasting for IFRS9 (International Financial Reporting Standards version 9) and US GAAP (Generally Accepted Accounting Principles)
  • Quarterly credit loss pricing inputs
    • Develop tracking methodologies and reports to monitor model accuracy and evaluate performance.
    • Prepare analysis to back-test and compare competing methodologies.
    • Responsible for maintenance and enhancements of all developed models.
    • Work with various data sources and platforms (PC, Mainframe, Unix/Linux, Teradata) to gather data.
    • Execute both descriptive and inferential ad hoc requests in a timely manner.
    • Communicate and present models to business customers and executives.
 
Desired Qualifications:
  • Demonstrated experience conducting statistical analysis in a business or academic environment
  • Experience in time series forecasting, macroeconomic modeling, survival analysis, logistic regression
  • Ability to translate complex quantitative methods into easily understood results for all levels of business customers
  • Ability to handle multiple projects within a given timeframe
  • Strong oral and written communication skills
 
Skills Preferred:
  • Prior knowledge of financial lending institutions balance sheets and portfolio performance preferred
  • Experience using SAS, Altyerx and/or Tableau is a plus
 
Experience Required:
  • Some SQL programming experience required
  • Experience with Microsoft EXCEL, PowerPoint and Word
 
Experience Preferred:
  • SAS proficiency preferred; SQL programming is a plus
 
Education Required:
  • Graduate degree in Macroeconomics/Econometrics/Statistics/Biostatistics or related field
 
Education Preferred:
  • Statistics, Applied Math
 
Additional Info:
 
At FastTek Global, Our Purpose is Our People and Our Planet. We come to work each day and are reminded we are helping people find their success stories. Also, Doing the right thing is our mantra.  We act responsibly, give back to the communities we serve and have a little fun along the way.
We have been doing this with pride, dedication and plain, old-fashioned hard work for 24 years!
FastTek Global is financially strong, privately held company that is 100% consultant and client focused.
We've differentiated ourselves by being fast, flexible, creative and honest. Throw out everything you've heard, seen, or felt about every other IT Consulting company. We do unique things and we do them for Fortune 10, Fortune 500, and technology start-up companies.
Our benefits are second to none and thanks to our flexible benefit options you can choose the benefits you need or want, options include:
 
  • Medical and Dental (FastTek pays majority of the medical program)
  • Vision
  • Personal Time Off (PTO) Program
  • Long Term Disability (100% paid)
  • Life Insurance (100% paid)
  • 401(k) with immediate vesting and 3% (of salary) dollar-for-dollar match
 
Plus, we have a lucrative employee referral program and an employee recognition culture.
FastTek Global was named one of the Top Work Places in Michigan by the Detroit Free Press in 2013, 2014, 2015, 2016, 2017, 2018, 2019 and 2020!
To view all of our open positions go to: https://www.fasttek.com/fastswitch/findwork
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