DataShaping Job Alert - February 2009

DataShaping Job Alert - February 2009

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• Senior Statistician - Orasi Medical (Edina, MN)
• CMR Administrator - EMIT Technologies (Sheridan, WY)
• Senior Research Analyst (DC, VA)
• Machine Learning and Fraud Modeling Expert - Facebook (Palo Alto, CA)
• Strategic Business Analyst / Data Mining Expert (San Mateo, CA)
• Biostatistician, Medical Outcome research - FNIH (Telecommute)
• Fraud Risk Manager - Nordstrom (Centennial, CO)
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• Sr/Direct Marketing Analyst - Liberty Mutual (Boston, MA)
• Java Engineer, Information Retrieval - Conductor (New York, NY)
• Text Mining Research Programmer - PriceWaterHouseCoopers (San Jose, CA)
• Sr. Credit Risk Modeler - First American (San Francisco, CA)
• Algorithm Specialist (Palo Alto, CA)
• AI, Machine Learning Engineer Needed for Startup (San Francisco, CA)
• Applied Mathematics Specialist - Verizon Wireless (Basking Ridge, NJ)
• Senior Statistician - TransUnion (Chicago, IL)
• Manager, Strategic Business Analytics - PayPal (San Jose, CA)
• Senior Manager, Marketing Forecasting and Analysis - Netflix (Los Gatos, CA)
• Metrics Engineer - Loopt (Mountain View, CA)
• Enterprise Data Achitect - (Chicago, IL)
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• Statistical Data Analyst - Early Warning Services (Scottsdale, AZ)
• Sr Web Analytics Technical Analyst - GMAC Financial Services (Philadelphia, PA)
• Business Optimization Analyst - Yodle (New York, NY)
• Senior Data Analyst - GMI (Bellevue, WA)
• Biostatistician / Data programmer (Tukwila, WA)
• Quantitative Research Engineer/Scientist - Cars.com (Santa Monica, CA)
• Manager, Claims Analytics & Reporting - Liberty Mutual (Boston, MA)
• Senior Predictive Analyst - Booking.com (Amsterdam, The Netherlands)
• Quantitative Analyst - D.E. Shaw (New York, CA or Cupertino, CA)
• Director of Insurance Predictive Actuarial Analytics (Dallas, Texas)
• Data Mining Developer - Click Forensics (Austin, TX)
• SAS Programmer - Fleetcor (Norcross, GA)
• Senior Statistician - AstraZeneca (Wilmington, Boston or Sweden)
• Research Scientist - Boronia Capital (Sydney, Australia)
• Statistician and Mathematician, 2 positions - Visual Numerics (Houston, TX)

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• AnalyticBridge Jobs
• DataShaping LinkedIn Group
• AnalyticBridge LinkedIn Group

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--
Regards,
Vincent

Senior Research Analyst (DC, VA)

Resonate Networks is a dynamic online advertising network start-up in Northern Virginia focused on helping Public Affairs & political organizations, as well as corporations, find their desired audiences online based upon the issues they care about – what we call “Attitudinal Targeting ”.

Resonate has developed a proprietary targeting platform that enables this new way to perform online micro-targeting - whether the organization’s concern is targeting those who support alternative energy tax incentives, oppose foreign ownership of US companies, or support universal healthcare, Resonate Networks can pinpoint these kinds of audiences online.

Position Title: Senior Research Analyst
Location: Northern Virginia
Job Type: Full Time
Salary:
Commensurate with experience
Attractive benefits package

Travel Requirements: <10% anticipated
Reports To: Vice President of Research

Position Summary

The Senior Research Analyst position will be a critical role in the success of Resonate Networks. This person will be responsible for analyzing data from multiple sources in order to design and implement Resonate’s unique online ad targeting algorithms.

If you enjoy the challenge of a fast-paced start-up environment and like to break innovative new ground, we want to talk to you!

Key Responsibilities

• Incorporate Resonate’s custom survey results, web behavior data, campaign performance metrics and public databases into Resonate’s data warehouse.
• Perform QA and any necessary data manipulation
• Design and implement analyses that enable Resonate to build and execute more effective online advertising campaigns
• Collaborate with Account Management and Ad Operations teams to ensure successful campaigns that meet advertisers’ goals
• Support Resonate Network’s sales team by running ad hoc analyses

Qualifications & Experience Requirements

• Strong analytical and problem solving skills
• Experience with SQL, relational database design and methods for efficiently retrieving data from them
• Experience with statistical software such as SPSS or SAS and statistical modeling techniques a plus
• Experience with online advertising, web analytics, survey data and/or Internet behavior data
• Ability to concurrently manage multiple projects
• 3-8 years professional experience
• Must be able to maintain a “Big Picture” perspective
• Strong attention to detail and quality
• Fast learner with ability to learn new technologies and skills quickly
• Must have entrepreneurial spirit and drive, thriving in a fast-paced environment within a rapidly growing industry

Educational Requirements

• Bachelor’s Degree required (Statistics, Engineering, Economics, Information Systems, or similar field)

Location

• This position is based at Resonate’s headquarters in Northern Virginia
• No relocation package is being offered for this position

If interested in this position, please contact Nick Tabbal at: Nick.Tabbal [at] resonatenetworks.com or (703) 684-9573.

URL: www.datashaping.com/jobs17488x.shtml
Please mention datashaping.com when applying. Thank you.

Sr. Credit Risk Modeler - First American (San Francisco, CA)

First American is the nation's largest data provider, supplying information resources and services that impact the major economic events of people's lives. We serve mortgage, real estate, and consumer-related businesses, as well as consumers themselves, with the data to help them make decisions, operate their businesses, and advance their lives.

Tracing our history to 1889, The First American Corporation (NYSE: FAF) is based in Santa Ana, California. Today, with revenues exceeding $6 billion, our company has 31,000 employees and 2,000 offices throughout the United States and abroad. For more detailed information about First American, please visit our Web site at: www.firstam.com.

LoanPerformance, a division of First American CoreLogic (FACL), the nation's largest provider of property and ownership information, analytics and services is the leader in mortgage finance, securitization and servicing information and analytics.

We created and maintain the industry's largest and most robust mortgage securities and servicing databases and provide state-of-the-art analytical tools that our banking, investor and regulator clients use to analyze and manage their portfolios.

LoanPerformance uses collected data to be the 'voice' of the mortgage industry. Since our inception in 1983 LoanPerformance has become the "brain trust", the definitive source of expert information about the state of the mortgage securities and mortgage servicing marketplaces.

As a member of The First American Corporation family of companies, LoanPerformance has access to an unrivaled set of data assets, including real estate information representing 99.1% of the population of the United States. For more information, please visit our website www.loanperformance.com.

Join us as a Senior Credit Risk Modeler working among the smartest and most often-quoted mortgage finance professionals in the business. You will develop loan-level, econometric-driven prepayment, default, delinquency, and loss severity models for inclusion in the LoanPerformance RiskModel software (for prime, Alt-A, sub-prime, HELOC and closed-end second mortgages). You will also perform periodic model validation, surveillance, and analysis to track and analyze model performance.

Note: This position can be located in San Francisco, Sacramento or Santa Ana, CA.

Qualifications:

The ideal candidate will have the following:

• An advanced degree (Master's, Ph.D., or ABD preferred) in Economics, Finance, Mathematics or Statistics
• Minimum of 2-3 years experience in mortgage default and/or prepayment loan-level modeling, or in similar consumer-based modeling areas
• Knowledge of statistical & econometric modeling techniques (e.g., logistic regression, survival analysis and Monte Carlo simulation methods)
• Experience in spreadsheet applications and advanced use of statistical applications/databases
• Ability to write customized programs for meaningful data analysis
• Advanced programming ability in SAS
• Excellent communication skills (written and oral), team-driven, and strong innovation/creativity

Preferred:

• Knowledge of model surveillance methodologies and model calibration techniques is a plus
• General knowledge of fixed income modeling, including interest rates and fixed income instruments
• Programming ability in a matrix- oriented language such as Matlab, Gauss, SAS IML, or S-Plus
• Familiarity with general programming languages like C/C++ or Java
• Experience in working with offshore model development teams

Benefits:

The First American Corporation offers a work environment that encourages creativity, initiative and professional growth. Our salary and benefits package is competitive including:

• Health, dental and vision care
• 401(k) retirement savings plan including a company match tied to profitability
• Long-term disability insurance
• Short-term disability insurance
• Discount stock purchase program
• Tuition assistance program
• Title and escrow fee reimbursement program
• Company credit union

The First American Corporation is an Equal Employment Opportunity/Affirmative Action employer. Qualified applicants are considered for employment and employees are treated during employment without regard to race, color, religion, gender, sexual orientation, national origin, age, physical or mental disability, medical condition, religion, marital status or veteran status, or any other characteristic protected by state or federal law.

How to apply: Apply Online

URL: www.datashaping.com/jobs17471x.shtml
Please mention datashaping.com when applying. Thank you.

Quantitative Analyst - D.E. Shaw (New York, NY or Cupertino, CA)

Quantitative Analyst:

The D. E. Shaw group, a global investment and technology development firm with approximately US $30 billion in aggregate investment capital, is looking for exceptionally talented quantitative analysts. "Quants" at the D. E. Shaw group apply mathematical techniques and write software to develop and analyze statistical models for our computerized financial trading strategies. Specific responsibilities range from examining trading data in an effort to increase profitability, decrease risk, and reduce transaction costs to conceiving new trading ideas and devising the simulations needed to test them. Successful quant candidates have traditionally been the top students in their respective math, physics, engineering, and computer science programs; a considerable number have also competed successfully in the United States and International Math Olympiads as well as the Putnam Competition.

To apply, e-mail your resume and a cover letter to DataShaping-Quant@career.deshaw.com.

URL: www.datashaping.com/jobs17442x.shtml
Please mention datashaping.com when applying. Thank you.