Job Purpose and responsibilities:
- Perform large-scale data analysis of financial crime data
- Research and develop new algorithms for risk assessment and optimization.
- Tune existing models and develop new predictive / risk assessment models.
- Communicate with Actimize Professional Services and with Clients about model performance and recommendations.
- Maintain and analyze information about multiple clients’ models, to derive insights for clients and for enhancing risk model performance.
- Help maintain and improve model development tool.
Experience: 6 to 10 Years
- Advanced degree in a quantitative area (statistics, mathematics, physics, computer science, engineering)
- Experience with statistical model development. Deep and diverse experience with multiple statistical procedures and data mining algorithms.
- Strong experience with using SQL and EXCEL.
- Strong programming skills in multiple languages and ability to rapidly learn new programming tools. Actual 6+ years of experience with at least 3 of the following languages: R, SAS, Scala, Java, Python, Matlab, SPSS, VBA, including procedures, macros, and scripting.
- Strong general analytical skills, agility with using quantitative tools to solve analytical problems
- Good oral and written communications skills, and ability to interact with engineers, software developers, project managers, business analysts, product managers and with clients.
- Ability to work in multi-disciplinary agile teams.
- Strong commitment to quality.
- Innovative aptitude.
Additional Desired Qualifications:
- Experience in development of risk management models, particularly in the fraud, AML, or financial trade compliance areas.
- Knowledge of national and international financial systems and data standards.
- Experience with Business Intelligence platforms, methodologies (e.g. OLAP), and tools.
- Experience with semantic / cognitive analytics tools and methodologies (e.g. semantic ontologies).