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Micasa Global

Risk Data Scientist

Micasa Global, Jersey City, New Jersey, United States, 07390


Onsite work open for various locations:Jersey City, NJ / New York mid-town / Columbus, OH / Plano, TX / Wilmington, DEResponsibilities

Work collaboratively with cross-functional partners to understand and address key business challenges, identifying Client solutions to complex problems that impact multiple lines of business.Responsible for analyzing the trade/transaction monitoring alert from a trading platform and applying modern data science modeling techniques to predict future disputes & anomalies to proactively manage the risk.Analyze new and existing attributes to identify areas of opportunity to improve operational efficiency.Deliver clear/concise oral and written communication across various functions and levels, inclusive of stakeholder peers and senior leaders.Skills, Experience And Qualifications

BS/MS/PHD degree in Math, statistics, econometrics, or other quantitative major.Experience with Trade Surveillance / AML / Transaction Monitoring or similar domain.Hands-on experience with: R, Python, SQL, AWS (EMR, EC2, Redshift, Athena, S3, Sage Maker).Machine Learning and Deep Learning (Some or all): Deep neural networks (CNN, RNN, LSTM), Supervised methods such as tree-based models (random forest, xgboost, Light GBM), K-NN, SVM as well as Unsupervised methods such as Clustering (Hierarchical, K-mean, K-medoids), Dimensionality reduction (PCA).Statistical Modelling and Analysis (some or all): Generalized Linear Model (GLM), Regularized regression (Ridge, Lasso and Elastic Net), Mixture Models, factor analysis, choice models, conjoint analysis, survival analysis, Hierarchical Bayesian, survey and experiment design, analysis of variance, statistical parametric and non-parametric tests.Develop and communicate business recommendations and insights in an easy-to-understand way by leveraging data to tell a story.Develop and maintain working relationships, both within the team and across the organization, by partnering effectively and gaining credibility and the respect of others.

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