About this role
Decision Science colleagues will serve as a key member of the Credit and Fraud Risk organization. We seek a thought-leader and a problem-solver who can blend business, technical, and industry best practices when it comes to developing the analyses, models, and algorithms that power our customers’ digital experiences.
This critical team is responsible for managing enterprise risks throughout the customer lifecycle, across our consumer and commercial businesses, and across all our global products. We develop industry-first data capabilities, build profitable decision-making frameworks, create machine learning-powered predictive models, and improve customer servicing strategies.
Our Decision Science teams use industry leading modeling and AI practices to predict customer behavior. We develop, deploy and validate predictive models and support the use of models in economic logic to enable profitable decisions across credit, fraud, marketing and servicing optimization engines.
- PhDs in a quantitative field (Computer Science, Computer Engineering, Electrical Engineering, Mathematics, Physics, Statistics, and etc.) with hands-on experience developing sophisticated machine learning algorithms and techniques. Contribution to open-source project in C++/CUDA is a significant plus.
- Strong foundation in mathematics, statistics, optimization, and machine learning, with the ability to understand sophisticated mathematical formulations and translate them into computational algorithms.
- Deep expertise in modern C++, algorithms, and data structures, with demonstrated experience implementing and optimizing complex mathematical, numerical, or machine learning algorithms.
- Ability to work across mathematical formulation, algorithm design, and software implementation, and to make performance improvements while maintaining numerical and algorithmic correctness.
- Strong understanding of computational complexity and performance engineering, including memory management and locality, multithreading, concurrency, vectorization, profiling, and benchmarking.
- Strong hands-on experience with CUDA C/C++ and NVIDIA GPUs, including development, debugging, profiling, and optimization of GPU software.
- Strong understanding of CPU/GPU parallel algorithm design, including memory hierarchy, data movement, synchronization, workload decomposition, and efficient mapping of algorithms onto GPU hardware.
- Experience with multi-GPU computing on the cloud, including workload distribution, communication, synchronization, memory management, and scaling computational workloads across GPUs.
- Strong proficiency in Python and experience integrating high-performance C++/CUDA components into production machine learning or computational systems
- Expertise in an analytical language (Python, R or the equivalent), and experience with databases (Hive, SQL, or the equivalent). Experience with data visualization is a plus.
- Demonstrated ability to frame business problems into mathematical programming problems, leverage external thinking and tools (from academia and/or other industries) to engineer a solution and deliver business insights.
- Ability to work effectively in a team environment
- Independent thinker who’s organized, has great attention to detail, and can multi-task
- Strong communication skills
- Strong team player with a demonstrated ability to develop team members and create highly effective and results-driven culture
- Strong relationship management and proven track record of positively collaborating and partnering with stakeholders
- Ability to learn quickly and work independently with sophisticated, unstructured initiatives
- Ability to integrate with cross-functional business partners worldwide
- Proficient in presentation tools, including Excel and PowerPoint