Tech Stack

Description

Lead the Portfolio Management and Loss Mitigation function within SoFi's Risk Data Science team. You will develop and deploy next-generation machine learning models, integrate alternative data sources, and ensure compliance with Model Risk Management standards while mentoring a high-performing team.

Requirements

• 8+ years in credit risk, modeling, data science at regulated financial institution
• 3+ years people management experience
• Master's or Ph.D. in quantitative field (Statistics, CS, Engineering, OR)
• Expertise in advanced ML techniques (Gradient Boosting, Deep Learning, Causal Inference)
• Proficiency in Python (PySpark, scikit-learn, TensorFlow/PyTorch), SQL, AWS

Responsibilities

• Oversee development and deployment of portfolio management and loss mitigation models
• Incorporate advanced techniques (NLP, Graph Mining, LLMs, Deep Learning) for risk problems
• Lead evaluation and integration of alternative data sources (macro-economic, tri-bureau, cash flow)
• Manage model risk and ensure robust documentation and governance (SR 11-7)
• Automate model monitoring and governance processes for scalable infrastructure