Financial Quantitative Analyst sought by IceKredit Inc. at 5716 Corsa Ave., Suite 206, Westlake Village, CA 91362
Duties:
Collect and prepare large amount of raw data from various data sources for processing. Analyze the raw data and the loan portfolio performance data, learn the patterns in the data, and uncover the relationships between the features and target variables. Develop pricing models for clients’ bidding system and debtors’ loan amount and APR determination utilizing customers’ bank data, to justify the acquisition cost of clients’ portfolio. Develop, maintain, and upgrade new and existing machine learning models for client’s loan portfolios with customer’s credit history data and alternative data. Build analytical tools and reports to monitor client’s key performance indicators, including acceptance rate, conversion rate, delinquency rate, return on investments, cash flow, profit and loss. Generate multiple business intelligence reports to monitor clients’ key performance indicators, such as acceptance rate, conversion rate, default rate, return on investment. Utilize multiple machine learning models (logistic regression, xgboost) to improve clients’ general portfolio performance, such as risk mitigation models to drive down delinquency rate, conversion models to increase conversion rate, collection models to improve collection efficiency. Search for new data sources to improve the performance of current models and reduce the data cost, evaluated data sources by feature selection and built machine learning models. Maintain healthy relationship with current clients and handle emergency situations. Work with complex datasets to build and refine risk analysis framework. Translate data into meaningful insights and predictive financial behavior. Provide support in producing analysis reports.
Requirements:
Master’s degree or foreign degree equivalent in Computer Science, Business Analytics, Information Systems, Economics, Statistics, or a related field plus one (1) year of experience as Financial Analyst, Business Analyst, Data Analyst or related occupation including: Building machine learning models (linear regression, random forest) and developing SQL queries to extract data from database; Creating data visualizations using gig-lot in R and Tableau; API development and web scraping; Using Python and R to extract data information; and Quantitative analysis techniques including: clustering, regression, pattern recognition, descriptive and inferential statistics.
Send resume to Jing Zhang, [email protected]. Must reference Job Code: XW5716
Location:
US
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