Job Description :
" US citizens and those authorized to work in the US are encouraged to apply.
We are unable to sponsor at this time"



Position: Data Scientist
Location: Iselin New Jersey
Duration: Contract to hire

Minimum Qualifications:
? Bachelor''s Degree in Statistics, Machine Learning, Computer Science, Econometrics, or other quantitative field.
? 5-9 years of experience in Data Science, Data Analytics and Risk Strategies.
? Proven experience in developing, implementing and validating Risk Models/Decision Engines in the FinTech industry or in multinational Credit Cards or Personal Lending institutions. Experience in the healthcare personal loans industry is a plus.
? Expertise in Machine Learning theories and practices, including Regression Models, GLM, SVM, neural networks and tree based models (e.g. XGBoosting, Random Forest
? Extensive experience in SQL, Python, R or other equivalent data mining tools.
? Professional experience with relational databases (e.g. MySQL, PostgresSQL)
? Professional experience in cloud environments (e.g. AWS)
? Experience in building MIS infrastructure, risk dashboards and monitoring/interpreting the reports data to understand the performance of the ML model, loan portfolio and credit/profitability trends.
? Experience operating in a continuous integration, continuous delivery (CI/CD) environments and collaborating with Data Engineers to design the Data Architecture.
? Excellent inter-personal skills to ensure effective working relationships with other functional teams within the company, with dedication and willingness to learn and adjust in a fast-paced working environment.
Preferred Qualifications:
? Masters Degree or PhD in Statistics, Machine Learning, Computer Science, Econometrics, or other quantitative field.
? Proven ability to communicate findings clearly to both technical and non-technical audiences.
? Experience in developing and implementing credit limit assignment and pricing strategies.
? Prior experience in unsecured lending risk and loss forecasting modeling.