Plata Schott Law · 2 months ago
Senior Data Scientist [Portfolio Risk]
Platacard is seeking an experienced and innovative Senior Data Scientist to enhance their risk and financial modeling capabilities. The role involves developing advanced statistical models for credit portfolios and leading the adoption of machine learning techniques across the company.
Law Practice
Responsibilities
Develop and implement advanced statistical models for our credit portfolio at both per-account and aggregate levels to predict behavior and optimize performance
Create sophisticated Net Present Value (NPV) models and their core components on a per-account basis for our various credit products
Model critical financial metrics, including FX position, liquidity, and other balance sheet items, to ensure robust financial management
Analyze and model not just expected values, but also their deviations and distributions, recognizing the highly statistical nature of our domain
Champion the transition from traditional modeling methods (e.g., regression, boosting) to more advanced machine learning techniques where they provide a clear competitive advantage
Lead or contribute to cross-functional projects to implement cutting-edge machine learning solutions across different risk areas within the company
Qualification
Required
M.S. or Ph.D. in a quantitative field such as Statistics, Computer Science, Mathematics, Physics, or Economics
5+ years of hands-on experience in data science or a similar role, preferably within the fintech, banking, or financial services industry
Proven expertise in credit risk and financial modeling, with a deep understanding of concepts like portfolio analysis, NPV, and financial metrics
Strong proficiency in Python or R and extensive experience with core data science libraries (e.g., Scikit-learn, Pandas, NumPy) and machine learning frameworks (e.g., TensorFlow, PyTorch, Keras)
Advanced knowledge of various modeling techniques, including both traditional statistical methods and modern machine learning algorithms (e.g., Gradient Boosting, Neural Networks)
Experience in modeling statistical distributions and deviations, not just point estimates
Excellent communication skills with the ability to explain complex concepts to both technical and non-technical stakeholders
A proactive and innovative mindset with a passion for driving change and exploring new technologies
Benefits
Relocation support to Mexico with full visa & permit support to the employee and family
Flexible work: hybrid or full-time from our office in Mexico
Healthcare Coverage
Education Budget: Language lessons, professional training, and certifications
Wellness Budget: Mental health and fitness activity reimbursements
Vacation policy: 20 days of annual leave and paid sick leave