Co-Head of Automotives

Role Description:

Train and optimize automotive machine learning models using statistical techniques such as Random Forests, Gradient Boosted Machines, and Logistic Regression. Perform statistical hypothesis testing on models used in consumer loan and portfolio selection. Analyze large amounts of financial, economic and demographic data to find predictive signals and improve model performance. Analyze and interpret statistical data to identify significant differences in relationships among sources of information. Train and optimize models to determine whether loan applications are fraudulent using techniques such as Support Vector Machines and Classification Trees. Apply cutting edge data cleaning techniques to improve statistical model performance such as imputation, outlier detection and feature embeddings.

Requirements:

Ph.D. degree in Statistics or Mathematics, plus two (2) years of experience in the position offered or in a Research Associate position. 

All required experience must have included:

• Analyzing vast amounts of consumer loan data and relevant third party data sets; 
• Creating mathematical predictive models designed to price individual loans and forecast and minimize risks in the firm’s investment; 
• Constructing hypothesis in order to develop highly sensitive forecasting models; 
• Applying cutting-edge data mining techniques and cleansing data using a variety of techniques such as PCA (Principal Component Analysis); 
• Imputing and scaling, as well as conducting statistical analysis such as distributions, statistical testing, regression and survival analysis; and 
• Conducting data analysis using methods such as Wilson Cox scoring, confidence intervals, IRR generation, and loss and default curves. 

Telecommuting within the United States is permitted. 

Salary: $200,000/year. 

Apply by e-mailing résumé to: recruiting@edgefocuspartners.com. 

About Edge Focus:
Launched in 2017, Edge Focus is a technology-driven investment management company with a proprietary Credit Engine powered by machine & AI learning to value and fund loans. The company’s leadership team has extensive experience and successful track records in quantitative strategies, high frequency trading, fundamental investments, and technology. The firm’s Credit Engine is capable of analyzing, pricing, and forecasting credit default risk with high degrees of accuracy. This has far-reaching applications across investment management, consumer and SME lending industries, and other emerging areas of fintech credit. As a minority-owned and operated firm, Edge Focus is committed to socially responsible lending practices and believes in equitable access to capital without bias and at fair rates.