About this role
Lead ClarityPay's predictive modeling strategy for consumer credit, owning end-to-end development of PD, LGD, and EAD models and behavioral scoring; a hands-on leadership role that includes writing code, deploying production models, mentoring data scientists, and partnering with Engineering, Finance, and Capital Markets to influence origination, pricing, and portfolio monitoring.
Skills for this role
Probability of Default (PD) modelingLoss Given Default (LGD) modelingExposure at Default (EAD) modelingLogistic RegressionXGBoostLightGBMSurvival ModelsPythonpandasscikit-learnstatsmodelsSQLFeature EngineeringModel DeploymentReal-time Model ServingModel MonitoringA/B TestingArea Under Curve (AUC)KS statisticGini coefficientCredit Bureau DataExperianEquifaxTransUnionVintage AnalysisRoll-rate ModelingBehavioral Data AnalysisIncome VerificationPSI (Population Stability Index)CSI (Characteristic Stability Index)``Model Validation``Model Documentation``