Statistician /Lead Data Scientist
The Lead Data Scientist will be responsible for deploying promising ideas quickly and broadly. Ideas may come from internal projects as well as from collaborations with academics at partner universities. Ledger is implementing state-of-the-art risk forecasting methods including machine learning, data mining and performance analysis.
The Lead Scientist will have responsibility for all development activities including:
- Design, implement and evaluate models, agents and software prototypes of stochastic loss reserving.
- Understanding Ledger's value proposition, business model, and operations.
- Report and present research findings including status and results clearly and efficiently both internally and externally, verbally and in writing.
- Work with external collaborators and maintain relationships with relevant research labs and key individuals as appropriate.
- Networking with the data science community.
The ideal candidate will have:
- Expertise in building Bayesian statistical models (at ease with software like STAN) and time series forecasts.
- Expertise in assessing goodness of fit for a complex forecast on sparse data
- Expertise in manipulating large datasets and running state-of-the-art models
- Advanced degree or equivalent practical experience in computer science, mathematics, physics, electrical engineering, machine learning.
- Experienced in at least one scripting language such as Python or Matlab and a desire to learn new programming languages and software toolkits/libraries.
- Experience with implementing numerical methods and data visualization.
- Good knowledge of algorithm design.
Preferred experience/skills include:
- Relevant experience to the position such as post-doctoral roles, a proven track record of publications, or deep neural network architectures.
- Knowledge about stochastic loss reserving and/or financial engineering.
by via developer jobs - Stack Overflow
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