SAS Data Modeler

Note: No sposnorship is available now or in the future

Job Title: SAS Data Modeling Expert
Location: Onsite (required in Columbus, 3 days a week onsite).

Role Summary

We are looking for a hands-on data modeling expert to lead the onshore delivery of a
transaction monitoring optimization engagement for a large bank. The focus is reducing
false positives in high-volume, low-conversion monitoring rules by moving from broad rule
cutoffs to statistically grounded segmentation and classification models. You'll be the primary
onshore point of contact, navigating the client's data environment, driving analysis, developing
models, and coordinating a small offshore team, while keeping the work aligned to the bank's
model risk governance standards.

Key Responsibilities

Discovery & data analysis
● Work with client data and technology stakeholders to secure and validate access to the
SAS environment holding historical transaction data.
● Profile ~12 months of historical alert and transaction data to quantify volume,
conversion, and false-positive drivers across targeted rules.
● Lead deep-dive scenario analysis on priority areas (Zelle, cash monitoring), identifying
where broad cutoffs can be replaced with risk-based segmentation.

Model design & development
● Design and build classification and logistic regression (logit) models to segment
monitored populations and construct more precise risk scenarios.
● Translate analytical findings into defensible rule/scenario recommendations, with clear
rationale for thresholds and segment definitions.
● Partner with offshore resources, setting analytical direction, reviewing outputs, and
ensuring consistency and quality across the team.
Governance & stakeholder alignment
● Ensure model logic, assumptions, and segmentation approaches align with the bank's
internal risk governance standards.
● Prepare documentation and supporting evidence to enable review by the internal model
validation team.
● Serve as the day-to-day onshore contact for the client, communicating progress,
findings, and trade-offs to both technical and business stakeholders.

Required Qualifications

● 6+ years in data science / quantitative modeling, with meaningful experience in financial
services, banking risk analytics.
● Hands-on expertise building classification and logistic regression models for
segmentation and risk scoring.
● Strong SAS proficiency for large-scale data analysis and modeling in a
production/regulated environment.
● Direct experience with transaction monitoring, alert tuning, or scenario optimization.
● Familiarity with model risk governance and validation expectations in a regulated
banking setting
● Excellent stakeholder communication; able to explain modeling decisions to
non-technical audiences and defend them to reviewers.
● Experience coordinating or reviewing work delivered by an offshore team.