Our financial client in Orange County is looking for a Credit Risk Modeler to be part of a team responsible for monitoring key risk indicators (KRI) through proactive Risk Management principles and providing insights into the health of the portfolio.
Essential Duties & Responsibilities
- Perform advanced data and statistical analysis in support of the creation and maintenance of performance scorecards.
- Support the Credit Risk Management team in data analysis and model construction.
- Develop and integrate model strategy to support business initiatives and risk based pricing.
- Perform data manipulation and analysis using SQL, R or Python and Microsoft Excel.
- Develop statistical modeling in areas such as segmentation analysis, logistic regression, decision trees and multivariate analysis.
- Incorporate observations and data in to existing models to improve predictive results.
- Identify deviations from forecast/expectations and explain variances.
- Contribute to loss forecasts, demographic and credit limit utilization analysis.
- Prepare exhibits and supporting materials.
- Develop recommendations for credit policy.
- Track portfolio performance and risk strategy results.
- Identify opportunities to leverage statistical solutions to solve business problems.
- Other duties as assigned.
- 3+ years of progressive experience in data extraction, transformation and database development in the finance industry, auto finance is preferred.
- Advanced knowledge of R or Python and SQL is necessary, subsidized with other Statistical Software Package experience.
- Ability to utilize analytics in a collaborative manner across business functions and product lines to derive optimum solutions.
- Strong communication and problem solving skills with the ability to interact with others in a professional, tactful, and sensitive manner.
- Demonstrated ability to communicate complex concepts.
- Demonstrated ability to manipulate and analyze data across large databases.
- Detail oriented and organized with a strong work ethic and team focus.
- Ability to work in a fast paced environment, both independently and as part of a team with the ability to work under tight deadlines and manage more than one assignment at a time.
- Advanced Degree in Mathematics, Statistics, Quantitative Analysis or equivalent work experience.