Staff Data Scientist

SoFi SoFi · Fintech · San Francisco, CA · Engineering

Staff Data Scientist at SoFi focused on developing and monitoring machine learning models for loss forecasting across various financial products (Personal Loans, Student Loans, Credit Cards). The role involves analyzing complex datasets, identifying loss drivers, and collaborating with business, finance, and risk groups. Requires expertise in Python, AWS, SQL, and various machine learning techniques for credit risk modeling.

What you'd actually do

  1. Model development and performance monitoring supporting data driven decision making.
  2. Develop loss forecasting across various SoFi products including but not limited to Personal Loans, Student Loans and Credit Cards.
  3. Use empirical measurements, develop quantitative and machine learning models to forecast losses and provide insights on the drivers for losses.
  4. Collaborate with the Business Unit, Finance, Accounting, Credit Fraud Risk groups.
  5. Develop better data driven modeling solutions.

Skills

Required

  • Python
  • machine learning econometrics modeling
  • survival modeling
  • state transition
  • Markov Chain
  • linear regression
  • logistic regression
  • decision trees
  • gradient boosting
  • AWS
  • SQL
  • loss forecasting models
  • credit risk modeling
  • probability of default (PD)
  • delinquency analysis
  • large datasets in cloud-based data environments or modern data warehouses
  • Tableau

What the JD emphasized

  • develop quantitative and machine learning models to forecast losses
  • credit risk modeling
  • loss forecasting models

Other signals

  • develop quantitative and machine learning models to forecast losses
  • credit risk modeling
  • loss forecasting models