Senior Staff Data Scientist, SoFi

• 8+ years of work experience in the related areas especially loss mitigation and loss forecasting with a Master’s or PhD degree in Statistics, Mathematics, Economics, Engineering, Computer Science, or a quantitative field
• ​​Excellent knowledge and experience of machine learning and statistical modeling methods for supervised and unsupervised learning
• These methods include (but not limited to) regression, clustering, outlier detection, novelty detection, decision trees, nearest neighbors, support vector machines, ensemble methods and boosting, neural networks, deep learning and its various applications
• Continuously follow the advancement of machine learning and artificial intelligence to update your knowledge and skills in order to solve business problems with the most efficient methodologies
• Strong knowledge of AI and AI safety
• 2+ years of experience in leading and mentoring junior data scientists
• Strong programming skills in Python
• Strong knowledge of databases and related languages/tools such as SQL, NoSQL, Hive, etc
• Strong presentation skills: able to use data to tell a clear and compelling story; comfortable with public speaking across various forums, including regulatory examinations, and able to effectively and logically communicate when information is being challenged in an open forum
• Ability and confidence to exercise influence over a wide range of individuals at different levels of technical and business leadership
• Someone who is highly motivated and drives change, is eager to learn and able to work collaboratively in a complex and fluid environment

Desirable

• The Risk Data Science team is looking for a Sr Staff Data Scientist to develop advanced machine learning models, guide measurement, strategy, and data-driven decision making to support various credit risk areas at SoFi
• The Sr Staff Data Scientist will work closely with Credit Risk, Product, Engineering teams to design solutions for loss mitigation and loss forecasting
• These tasks involve researching and applying state of the art machine learning modeling methodologies to solve complex business problems
• This role is very rewarding as your work will have a direct and immediate impact on the business’ profitability
• Proactively identify opportunities and collaborate cross functionally to develop, implement, and continuously improve machine learning models and strategies that support various credit and operational procedures for loss mitigation and loss forecasting
• Proactively identify opportunities to apply AI and advanced machine learning approaches to solve complex business problems
• Evaluate alternative data sources and external vendor solutions by defining and driving proof of concept projects to demonstrate the solutions’ business values
• Lead/mentor junior data scientists to develop and deploy complex modeling solutions from initial concepts to final deliverables
• Explore and leverage in-house, external, and other open-source machine learning software/algorithms
• Contribute in enhancing SoFi’s risk model development code base by developing customized Python scripts or packages
• Collaborate with Model Risk Management team and Fair Lending team to demonstrate models are developed with high level rigor that satisfy Model Risk Management requirements, Fair Lending requirements, and other regulatory requirements
• Spearhead model deployment by collaborating with cross functional teams including Credit, Product, Engineering, and Business Unit
• Present model performance and insights to Credit, Risk, and Business Unit leaders
• Investigating external data to identify trends in the market and industry