Data Scientist, Credit Risk

Pipe is building cutting edge embedded financial solutions to help small businesses and software companies build something bigger. We’re a remote-first team of problem solvers who build and ship at high velocity. We’re customer obsessed and leave our egos at the door. If this sounds fun, join us!

Role

This is a full-time position as a Data Scientist, Credit Risk and this position may be located anywhere in the U.S. As a Data Scientist, Credit Risk, you will use analytics and statistical modeling to understand and operationalize drivers of credit risk. You will own the end-to-end development lifecycle of credit risk models, from prototyping and testing to deployment in production, and act as the link between data science and risk functions, working closely with to improve risk modeling for the company’s revolutionary asset class. Additionally, you will collaborate with Sales and Marketing teams to originate deals with the right risk profile while improving processes to enhance risk modeling efficiency.

Qualifications

• Master’s degree in Mathematics in Finance, Applied Mathematics, Operations Research, Economics, Statistics, or closely related and 3 years of experience in credit risk research and modeling using statistical and mathematical techniques: regression modeling, time series analysis, Value-at-Risk, and expected shortfalls. OR: Bachelor’s degree and 5 years of experience.
• 3 years of experience (if qualifying on a master’s degree) or 5 years of experience (if qualifying on a bachelor’s degree) in each of the following: 
• Programming languages Python, SQL, and R. 
• Credit risk management and asset allocation, such as Shapley allocation, Euler allocation, or similar. 
• Monte Carlo simulation including copula, variance reduction, accuracy assessment. 
• Developing models end-to-end (e.g. research phase, development phase, testing phase, deployment phase). 
• Structuring, pricing, trading, and/or risk-managing credit products in the finance industry. 
• Candidate must pass 3 rounds of technical interviews prior to hire.

Pipe is an equal opportunity employer: we do not discriminate. Diversity and inclusion are important to us, and we hope they are to you, too.

Location 

The person who fills this role may work remotely from anywhere in the U.S. (HQ: San Francisco, CA)

Compensation and Benefits

We believe in taking care of our employees. We want you to feel like an owner and that will be reflected in your salary, equity, and benefits. You’ll receive:

• The best equipment to help you do your job: computers, monitors, desks, chairs, headphones, speakers, webcams, keyboards, mice, etc.
• Flexible vacation and work hours. We believe in a healthy work-life balance (really!)
• Excellent health, dental, and vision insurance.
• Generous parental leave for anyone who is growing their family, regardless of gender.
• Great colleagues! We value a culture of authenticity, humility, and excellence. We want you to make a mark on our culture.

We are working to build amazing products, and an amazing place to work too. Come join us! 

The annual US base salary range for this role is $160,000 to $250,000 per year. This salary range may be inclusive of several career levels at Pipe and will be narrowed during the interview process based on a number of factors, including the candidate’s experience, qualifications, and location.

How To Apply – email your resume recruiting@pipe.com with job ref #DSCR in the subject heading.