Data Scientist I, MIRS

• Perform programming supporting model estimation, implementation, monitoring, and back testing
• Develop and maintain cloud-based modeling frameworks
• Analyze standard reporting and model performance
• Estimate and design delinquency, default, prepayment, and claim severity models
• Conduct model development and methodology research
• Create analytical presentations and communicate strategic business findings to management
• Analyze and recommend alternative credit structures, risk-sharing arrangements, and non-traditional approaches to credit risk
• Manipulate large Python, SAS, or R datasets to identify trends and recommend adjustments to credit and portfolio guidelines
• Perform other duties as assigned or apparent

• Bachelor's degree or foreign equivalent and 1 year of experience, or Master's degree or foreign equivalent and no work experience
• Expert mathematical, statistical, and econometric understanding
• Understanding of probability modeling
• Strong analytical background and ability to make transaction recommendations using sound business judgment
• Practical proficiency in Python
• Working knowledge of SAS, R, or C++ for data analysis and modeling
• Ability to learn financial analysis of structured mortgage products
• Strong work ethic and independent problem-solving capabilities
• High level of motivation and intellectual curiosity
• Ability to work in a team environment
• Ability to research and define new analytical methods
• Ability to communicate effectively and present results
• Certifications in Finance, Economics, Mathematics and/or Statistics

Demonstrates expertise in programming for model estimation and implementation, with strong analytical skills to evaluate credit risk and performance. Proficient in Python and familiar with SAS and R for data analysis, with a solid foundation in mathematical and statistical methodologies.

• Python Programming
• Statistical Analysis
• Model Development
• Data Manipulation
• Financial Analysis

• Model Estimation
• Cloud-Based Modeling
• Probability Modeling
• Econometric Understanding
• Data Analysis
• Analytical Presentations
• Trend Identification
• Credit Risk Assessment
• Delinquency Modeling
• Prepayment Modeling

• Independent Problem-Solving
• Team Collaboration
• Effective Communication
• Intellectual Curiosity
• Strong Work Ethic

• Finance Certification
• Economics Certification
• Mathematics Certification
• Statistics Certification

• Credit Structures
• Risk-Sharing Arrangements
• Structured Mortgage Products
• Model Performance Analysis
• Analytical Methods Research

• SAS
• R
• C++
• Cloud Frameworks
• Analytical Tools