Bayesian Data Scientist at Ledger Investing

About the Team:
Data scientists at Ledger are critical to the success of the company. Our team specializes in modeling the behavior of casualty insurance risk portfolios. We analyze and predict the performance of every insurance program that seeks capital through us, and our analyses are critical in determining on what terms, if any, our investors are willing to offer capital for each program. In short, our math forms the ground truth that serves as the basis of negotiations for transactions with tens of millions of dollars at stake.
About the Position:
Our data science practice is deeply Bayesian. We are invested in quantifying and disclosing every source of uncertainty in our modeling – our investors care about our level of confidence in our results as much as the top-line results themselves. The domain we work in is rife with small, noisy datasets, and Bayesian hierarchical modeling techniques are typically quite beneficial. Many of the problems we are most interested in have received relatively little attention in the academic literature, and we have a robust agenda of potential model enhancements that will improve the state of the art in the industry and improve our company's bottom line.
If these problems sound fun and interesting, we'd love to have you on our team.
About You:
Successful candidates will have all of the following attributes:

Extensive knowledge of statistics, machine learning, and data science; MS or PhD in statistics or a related field preferred.
Demonstrated track record of applying and adapting Bayesian statistical methods to solve complex real-world problems.
Familiarity with hierarchical modeling, time-series/state-space methods, and/or distribution fitting.
Extensive experience with R, Python, Julia or other open-source languages with strong numerical computing ecosystems; willingness to learn Python.
Experience with Stan or another open-source tool for estimating Bayesian models via HMC; willingness to learn Stan.
Ability to work independently and communicate ideas effectively.

The following attributes will help you stand out from the crowd:

A track record of publications and/or presentations on Bayesian modeling topics.
Familiarity with version control, especially Git/GitHub.
Working knowledge of property & casualty insurance, particularly from an actuarial and/or underwriting perspective.

Benefits:

Generous salary and equity compensation
Work from anywhere (this position is full-time remote, as long as your working hours can overlap with US Eastern time for a couple hours per day)
Unlimited paid vacation time
401k
Medical, dental, and vision insurance
Gym membership
$5,000 paid by Ledger towards your dream desk setup!

Ledger Investing is an equal opportunity employer and complies with all applicable federal, state, and local fair employment practices laws. We strictly prohibit and do not tolerate discrimination against employees, applicants, or any other covered persons because of race, color, religion, creed, national origin or ancestry, ethnicity, sex, gender (including gender nonconformity and status as a transgender or transsexual individual), sexual orientation, marital status, age, physical or mental disability, citizenship, past, current or prospective service in the uniformed services, predisposing genetic characteristic, domestic violence victim status, arrest records, or any other characteristic protected under applicable federal, state or local law.