Senior Data Scientist – Business Optimization & ML Governance

About the role

Ally Financial is a customer-centric, leading digital financial services company. We are seeking a passionate Senior Data Scientist to join our Auto Consumer Asset Management group. This role supports through-the-cycle predictive ML and data modeling for Ally consumer financial health & portfolio risk, conducts large-scale A/B testing, manages model performance monitoring, and supports ML risk governance.

Responsibilities

• Support through-the-cycle predictive ML and data modeling for Ally consumer financial health & portfolio risk
• Conduct large-scale A/B testing to scientifically assess the effectiveness of alternative risk strategies to achieve business optimization
• Manage model ongoing performance monitoring, ML risk governance (annual reviews, business line auditing)
• Independently process and analyze massive internal & external data (e.g. credit bureau, data vendors) to monitor Ally asset performance and benchmark against industry

Requirements

• Bachelor’s Degree in Quantitative/Technical Discipline (Mathematics, Computer Science, Data Science/Analytics, Economics)
• Minimum 5 years of analytics or data science / quantitative modeling work experience, with hands-on experience working with large account-level datasets using SQL and Python programming packages
• Strong working knowledge of Machine Learning & Predictive Modeling (Regression, Tree-based Methods e.g. GBM, RF), and proficiency with frameworks such as scikit-learn, pandas, H2O
• Experience designing, implementing, and analyzing A/B tests to drive product/business decisions
• Familiarity with cloud data and ML platforms such as AWS and Snowflake

Qualifications

• Strong communication and collaboration skills
• Ability to work effectively in a fast-paced environment
• Understanding of risk management concepts and key performance drivers within consumer collection strategy

Skills

• Passionate about consumer predictive modeling, prescriptive analytics, and business optimization for banking & financial services
• Strong SQL and Python programming skills
• Ability to think strategically, use sound judgement, and balance short and long-term risk decisions

Pay

Base Pay Range: $85,000 - $150,000 USD

Schedule

Work Schedule: Ally designates roles as (1) fully on-site, (2) hybrid, or (3) fully remote. Hybrid roles are generally expected to be in the office a certain number of days per week as indicated by your manager. Your hiring manager will discuss this role's specific work requirements with you during the hiring process. All work requirements are subject to change at any time based on leader discretion and/or business need.