Senior Data Scientist (Model Risk Management) Job at Navy Federal Credit Union, Vienna, VA

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  • Navy Federal Credit Union
  • Vienna, VA

Job Description

Overview

Provide independent effective challenge to the models developed by the organization’s business units. This includes conducting model validation, statistical analyses, building benchmark/challenger models, assessing model risk, assessing model performance, ensuring documentation completeness, and identifying and presenting findings to various stakeholders within the business units. Conduct work assignments of increasing complexity, under moderate supervision with some latitude for independent judgment. Intermediate professional within field; requires moderate skill set and proficiency in discipline.

This position is eligible for the TalentQuest employee referral program. If an employee referred you for this job, please apply using the system-generated link that was sent to you.

Responsibilities

Conduct model validations including evaluating model conceptual soundness, assessing data appropriateness, reviewing statistical and analytical testing, outcome evaluation and performance monitoring
Provide subject matter expertise to identify models’ key assumptions, limitations and weaknesses, and recommend practical solutions to mitigate model risk
Develop benchmark/challenger models to assess strength of model under review
Prepare and present clear, thorough reports to model developers and model owners explaining the analysis performed, results of the analysis and recommendations for improvement
Perform other duties as assigned

Qualifications

Master’s degree in Data Science, Statistics, Mathematics, Economy, Computer Science, Engineering or another quantitative field, or related field, or the equivalent combination of education, training and experience
Proficient in R, Python, SAS, to analyze large data sets and develop predictive models
Demonstrates functional knowledge of data visualization libraries such as matplotlib or ggplot2; knowledge of other visualization tools such as Microsoft Power BI and Tableau
Ability to understand complex business problems and determine what aspects require optimization and articulate those aspects in a clear and concise manner
Advanced skill in communicating actionable insights using data to technical and non-technical audiences
Proven experience working in a dynamic, research-oriented groups with several ongoing concurrent projects
Ability to manipulate raw data within visualization tools to create effective dashboards that communicate end-to-end data outcomes visually
Proficient in storytelling with data skills
Exceptional technical writing skills
Familiar with project management concepts and frameworks such as Agile Frameworks (SAFE), Communication Strategy and Management, Delivery Excellence and Requirements management

Desired Qualification(s)

Doctoral degree in Statistics, Mathematics, Economy, Computer Science, Engineering or another quantitative field, or related field
One to two years of Model development or validation experience in the areas of CECL, ALLL, Stress Testing/Capital Planning, Fair Lending Analytics, Credit Card Acquisition and Account Management, Consumer Loan Origination and Pricing, and Collection
Solid understanding of modeling or analytical algorithms such as generalized linear model, competing risk hazard, time series, and ML (XGBoost, Random Forest, etc.)
Knowledge of Navy Federal Credit Union instructions, standards, and procedures

Hours: Monday - Friday, 8:00AM - 4:30PM

Location: 820 Follin Lane, Vienna, VA 22180

About Us

You have goals, dreams, hobbies, and things you're passionate about—what's important to you is important to us. We're looking for people who not only want to do meaningful, challenging work, keep their skills sharp and move ahead, but who also take time for the things that matter to them—friends, family, and passions. And we're looking for team members who are passionate about our mission—making a difference in military members' and their families' lives. Together, we can make it happen. Don't take our word for it:

• Military Times 2022 Best for Vets Employers

• WayUp Top 100 Internship Programs

• Forbes® 2022 The Best Employers for New Grads

• Fortune Best Workplaces for Women

• Fortune 100 Best Companies to Work For®

• Computerworld® Best Places to Work in IT

• Ripplematch Campus Forward Award - Excellence in Early Career Hiring

• Fortune Best Place to Work for Financial and Insurance Services

Equal Employment Opportunity: Navy Federal values, celebrates, and enacts diversity in the workplace. Navy Federal takes affirmative action to employ and advance in employment qualified individuals with disabilities, disabled veterans, Armed Forces service medal veterans, recently separated veterans, and other protected veterans. EOE/AA/M/F/Veteran/Disability EOE/AA/M/F/Veteran/Disability

Disclaimers: Navy Federal reserves the right to fill this role at a higher/lower grade level based on business need. An assessment may be required to compete for this position. Job postings are subject to close early or extend out longer than the anticipated closing date at the hiring team’s discretion based on qualified applicant volume. Navy Federal Credit Union assesses market data to establish salary ranges that enable us to remain competitive. You are paid within the salary range, based on your experience, location and market position

Bank Secrecy Act: Remains cognizant of and adheres to Navy Federal policies and procedures, and regulations pertaining to the Bank Secrecy Act.

Job Tags

Internship, Monday to Friday,

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