Senior Data Scientist

Responsibilities

• Develop quantitative and machine learning models to forecast losses across mortgage and home equity portfolios
• Build and maintain CECL, loss forecasting, and portfolio performance models
• Define and maintain portfolio performance KPIs including delinquency, cure, and loss rates
• Perform cohort, vintage, and segmentation analysis across various credit and property metrics
• Analyze borrower behavior and identify key risk drivers across the credit lifecycle
• Build roll-rate models, delinquency migration analytics, and recovery models
• Support collections, loss mitigation, and default strategy analytics
• Develop analytics to evaluate resolution pathways such as modification, foreclosure, and liquidation
• Build and maintain executive dashboards and automated reporting
• Partner with Data Engineering to define data requirements and improve data quality
• Perform sensitivity, scenario, and stress analysis related to economic conditions and housing markets
• Monitor model and portfolio performance through back-testing and drift monitoring
• Prepare audit-ready documentation for models, assumptions, and governance routines

Requirements

• 5+ years of experience in data science, statistical modeling, or credit risk analytics
• Master’s or PhD in a quantitative field (Statistics, Math, Economics, CS, etc.) or equivalent practical experience
• Strong proficiency in Python and SQL
• Experience with data visualization tools like Tableau, Looker, or Power BI
• Demonstrated experience with credit risk modeling, loss forecasting, or CECL
• Hands-on experience with mortgage or secured lending data
• Strong understanding of mortgage credit risk drivers (FICO, LTV, DTI, etc.)
• Familiarity with machine learning methods such as regression, survival analysis, and gradient boosting
• Ability to operate in a governed risk management environment

About the Company

SoFi is a next-generation financial services company and national bank using innovative, mobile-first technology to help millions of members reach their financial goals.