Director of Data Science, Credit Risk

Role Description

As a Director of Data Science, Credit Risk, you will lead a data science team and cross-functional projects to innovate and improve the machine learning models we rely on to make billions of dollars of efficient and accurate decisions and to enable financial progress for our customers.

• Lead the design, development, and deployment of machine learning models to solve practical problems and help our business and customers reach their financial goals.
• Partner with business leaders and technical experts across the company to develop new data sources, improve our modeling methodology, and apply models with sound risk management.

Qualifications

• Has a PhD in a quantitative field and 5+ years of experience in a related leadership role.
• Has a BS / MS in a quantitative field and 8+ years of experience in a related leadership role.
• Has experience applying data science to credit risk management and is excited to build on a multi-billion-dollar portfolio that’s growing every day.
• Can make your team better every day by being clear about goals and the team’s purpose.
• Can grow members of your team by helping them identify their strengths and weaknesses, putting them in a position to succeed, and providing the training and opportunities they need.
• Has a deep understanding of the field of data science and can communicate a vision to your team on how the field can be applied to solve difficult, practical problems.
• Has created, deployed, and managed experiments and models in production systems.
• Practices solid fundamentals with software engineering (test-driven development, code review, refactoring) and the PyData stack (numpy, scikit-learn, pandas, etc.).

Requirements

• Experience solving problems in consumer lending or fintech (bonus points).
• Interest in advancing the frontiers of credit underwriting through the creation of new data sources, causal inference, and neural networks (bonus points).

Benefits

• An engaging culture with access to training programs and advancement opportunities.
• Full health, dental, and vision benefits.
• Flexible Spending Account (for medical and childcare expenses).
• Paid parental leave.
• 401k Company Match.
• Generous PTO.
• Flexible schedules.
• A Calm App subscription.
• Additional compensation in the form(s) of participation in our annual incentive program and equity.

Compensation

Annual full-time base salary range: $185,000 - $219,000. Pay is based on factors such as work experience, education, certification(s), training, skills, and competencies related to the role.