Citizens’ Enterprise Data & Analytics (ED&A) organization is seeking a Lead Data Scientist with strong analytical and algorithmic skills to optimize interest rates, portfolio outcomes, and acquisition strategies.
Requirements
- Proven experience turning ambiguous business problems and raw data into rigorous analytic solutions by applying critical thinking and advanced technical & statistical programming techniques
- Proficient in Python with 5+ years of applied experience
- Proficient with one or more optimization modeling package and solver (e.g. CPLEX, SCIP, Pyomo, SciPy)
- A deep understanding of the theory and application of a variety of statistical and machine learning methods and algorithms, including optimization under uncertainty, forecasting, time series analysis, and Bayesian methods
- Experience with cloud computing platforms (preferably AWS) and ML-related services such as Amazon Sagemaker
- Experience working with large datasets (greater than 1 million records) and applying techniques to efficiently manage big data
- Experience working with financial datasets (preferred)
Responsibilities
- Design and build advanced decision support systems that facilitate robust scenario planning for various business decisions, including constrained optimization solutions for deposit interest rates, portfolio outcomes, and acquisition strategies
- Serve as the lead modeler for machine learning models and analytic products, from design phase to development, deployment, and integration into larger business processes
- Develop relationships with other data scientists as well as partners in Finance, Pricing & Profitability, Product, Data, and Technology Services, to collaboratively deliver transformational optimization capabilities
- Invest in developing deep knowledge of business decision frameworks, operational processes, and data in order to successfully design & develop practicable solutions
Other
- Master’s degree in operations research, computer science, mathematics, statistics, economics, or related quantitative field and 8+ years of experience delivering quantitative decision tools for business applications (or PhD and 5+ years of experience)
- Excellent communication skills with both technical and non-technical audiences
- Strong leadership and team management skills, including the ability to effectively lead both direct reports and complex, multi-team projects
- A strong sense of intellectual curiosity and ability to thrive and deliver value in an entrepreneurial working environment
- Commitment to intellectual rigor and observance of compliance and data privacy controls
