drjobs Risk Modeler II

Risk Modeler II

Employer Active

1 Vacancy
drjobs

Job Alert

You will be updated with latest job alerts via email
Valid email field required
Send jobs
Send me jobs like this
drjobs

Job Alert

You will be updated with latest job alerts via email

Valid email field required
Send jobs
Job Location drjobs

Las Vegas - USA

Monthly Salary drjobs

Not Disclosed

drjobs

Salary Not Disclosed

Vacancy

1 Vacancy

Job Description

Risk Modeler II

Location: Las Vegas NV

Duration: Ongoing/Long term Contract

Summary Of Essential Job Functions

  • Performs modeling and complex analyses to maximize profits and asset returns while minimizing credit losses and other risk exposures.
  • Engages with model users and stakeholders to deliver incremental value and bespoke solutions.
  • Conducts live testing of strategies models and data attributes to evaluate benefits and propose changes to credit policy.
  • Manages the model lifecycle end-to-end from development through implementation monitoring and retirement.
  • Monitors analyzes and publishes model performance reports to ensure stability and efficacy.
  • Guides and reviews the technical implementation of models and strategies for live testing.
  • Monitors analyzes and proposes changes to risk strategies and risk management processes.
  • Partners with strategy owners technology groups and leaders to define and deliver on business requirements.
  • Leverages knowledge of economic and industry trends to anticipates risks to profitability and proposes direction and solutions.
  • Researches quantifies and communicates the impacts of business decisions.
  • Acts as a consultant to business partners to provide peer review and technical guidance.
  • Serves as an expert consultant to senior leadership on complex quantitative initiatives.
  • Provides analytic support to drive progress toward company goals
  • Performs other duties as assigned.

Position Requirements

  • Advanced degree in a quantitative field such as statistics economics mathematics or finance or a 4yr. degree in such a field with 2 years of experience in financial services or modeling
  • Excellent statistical and quantitative skills
  • Excellent analytic and conceptual problem-solving skills
  • Excellent written verbal and visual communication skills
  • Advanced capability with at least one of the following: Python R SAS SQL
  • Well-developed organizational and prioritization skills
  • Flexibility and adaptability to contribute to a driven team environment.
  • Professional proficiency with standard technology

Preferred

  • Advanced degree with 4 years of experience in a quantitative field
  • 4 years consumer credit risk management experience
  • Familiarity reviewing and assessing company financial statements
  • Broad experience with predictive techniques from a variety of approaches including machine learning parametric unsupervised or time-series modeling
  • Firsthand experience building at least one of the following: Risk or revenue models for consumer credit acquisitions or portfolio management strategies; Vintage-based return or loss forecasts for consumer credit products or company prospectus; Targeting models for customer acquisition campaigns; Offer-optimization algorithms for consumer credit strategies; VaR or provision for loss models; Structural macroeconometric forecasts

Employment Type

Full Time

Company Industry

About Company

Report This Job
Disclaimer: Drjobpro.com is only a platform that connects job seekers and employers. Applicants are advised to conduct their own independent research into the credentials of the prospective employer.We always make certain that our clients do not endorse any request for money payments, thus we advise against sharing any personal or bank-related information with any third party. If you suspect fraud or malpractice, please contact us via contact us page.