Senior Predictive Modeler
The Allstate Research and Planning Center (ARPC) in Menlo Park, CA is seeking an experienced predictive modeler to join its Analytics Group.
The ARPC is a small, independent and innovative group with the support of a large corporation. We offer the perfect combination of basic research projects and real business problems, as well as the time, tools and environment to effectively tackle both. You will be exposed to discussions about the latest trends in many areas of life (e.g. social networks, telematics, smart homes), and will explore their impact on the insurance industry. Closer to today’s business, we use a variety of modeling tools and algorithms to build sophisticated customer pricing models and gain insight into the causes of insurance claims.
Examples of past projects:
- Using geographic variables to improve customer pricing
- Identifying fraudulent theft claims
- Large-scale (20 million rows, 500 variables) internal data mining competition to create the next generation of insurance pricing models
- Execution of modeling projects from reception/exploration of data to creation of final reports/presentations and communication of results.
- Exploration of applied research ideas; formulation and execution of R&D projects.
- Knowledge sharing within the Analytics Group and the Research Center.
- Collaboration with data managers, software developers and internal Allstate clients.
- Graduate-level degree with concentration in a quantitative discipline such as statistics, computer science, cognitive science, economics, or operations research.
- 4+ years of experience with statistical modeling and data mining in a business context using large and complex datasets. Familiarity with Hadoop and Map/Reduce a plus.
- Expertise in statistical modeling techniques such as generalized linear models, tree models (CART, MART, Random Forest), survival analysis, gradient boosting methods, data visualization, cluster analysis, principal components and feature creation, validation.
- Programming experience with SAS and/or other relevant packages (R, MATLAB, Python, etc.). UNIX experience is a plus.
- Ability to analyze business needs and formulate them into proper technical requirements.
- Strong written and oral communication skills.
- Proficiency with Microsoft Office (Excel, Word, PowerPoint).
- Must be eligible to work in the US on a full-time basis. Allstate does not sponsor individuals who are not already authorized to work in the United States.