Senior Data Scientist, Risk & Forecasting (ATL/Dallas)

Ektello; Irving (TX); Sur place; USD 120 000 - 180 000; Plein temps

Résumé du poste

Ektello is seeking a Sr. Data Scientist for a W2 contract, onsite out of Irving, TX or Atlanta, GA. The role focuses on risk management analytics, predictive modeling, and portfolio performance reporting to support strategic decisions.

Responsibilities include building and validating models, delivering actionable insights, and collaborating with Risk and IT to manage large data sets and databases. Travel is modest and commutable from the specified cities.

Qualifications

• 3+ years of experience in risk management or pricing/optimization.
• 7+ years of experience in data analytics including data mining, forecast modeling, and databases.
• Bachelor’s degree in Mathematics, Statistics, Economics, CS, Finance or other quantitative fields.
• Proficient with SQL, Fabric, Python, R or other BI software.
• Proficient with MS Office including Excel, Power BI.

Responsabilités

• Utilize advanced analytical techniques to provide data and reporting for risk management.
• Build, recalibrate, and validate advanced predictive or forecasting models.
• Develop analyses on performance, trends, and projections for upper management.
• Prepare recurring and ad-hoc analysis and reporting on portfolios.

Connaissances

data analytics

risk management

statistical inference

communication

Formation

Bachelor's degree in quantitative field

Master’s or PhD preferred

Outils

SQL

Fabric

Python

R

SAS

Power BI

MS Excel

Description du poste

Ektello is seeking a Sr. Data Scientist for a W2 contract, onsite out of Irving, TX or Atlanta, GA. The role focuses on risk management analytics, predictive modeling, and portfolio performance reporting to support strategic decisions.

Responsibilities include building and validating models, delivering actionable insights, and collaborating with Risk and IT to manage large data sets and databases. Travel is modest and commutable from the specified cities.