Chief Data Scientist/Chief Architect - Credit & Financial Domain

We are looking for a data scientist who comes with a deep understanding of the credit and financial space. You would have a very strong focus on math, but also would be able to translate it into R or Python code. You will be paired with a team of data engineers who would help you build the ETL and data pipeline.

- Most importantly, you should be able to ideate and build the credit decisioning system from scratch - including policy and algorithms.

- We are looking for someone who is able to think about overall P&L and run rate and is still able to incorporate backtesting with a budget.

- You should be able to think and make tradeoffs on algorithm and credit quality based on business decisions.

- You should have held responsibility to build credit policy and algorithms. A large part of our emphasis is on building a backtesting and validation framework for models - we believe that a high performance model validation framework is much more important than the model itself.

- If you have not worked on model backtesting and validation, this is not the right role for you.

- Alternatively, we are highly interested in ideas from biostatistics, survival analysis and epidemiology, so applied experience in these areas would be cool.

- Experience with feature engineering and mining external data to help boost model performance

- Unlike other places with claims we are a strongly technical team and currently running our infrastructure using R, Pandas, Apache Spark and Databricks. Remember, you MUST be good at writing code!