Job
Description
In this role, youll have an opportunity to use your experience with econometric/statistical modeling, data manipulation, query efficiency techniques, reporting, and automation. Additionally, youll build a solid understanding of consumer businesses, functions, systems, data environments, and processes that are necessary for the production and utilization of data. Responsibilities This role is a member of the Portfolio Risk Modeling team, expected to support critical statistical development projects and related analysis. The incumbent candidate will have the following roles and responsibilities. Design, develop, test, and validate statistical models for Home Lending portfolio risk forecast and model performance monitoring. Utilizing graduate-level research and analytical skills to perform data extraction, sampling, and statistical analyses using logistic regression, multinomial regression, multivariate analysis, discriminant analysis, time series analysis, panel data analysis, etc. Efficiently design and produce programs to streamline and create repeatable procedures for model development, validation, and reporting. Proactively communicate and collaborate with line of business partners and model end-users to analyze and meet analysis and reporting needs. Qualifications 3+ years statistical modeling experience in the financial services industry; Knowledge of regulatory modeling (IFRS9 / CECL / CCAR / Basel) preferred. Proficiency in advanced analytical languages such as SAS (Preferred), R, Python. A Master s or Ph.D. Degree in a technical or quantitative field such as Statistics, Economics, Finance, Mathematics, Computer Science, Engineering, or Information Technology. Strong analytical and problem-solving skills Strong organization and time management skills. Must have the ability to deliver high-quality results under tight deadlines. Strong multi-tasking skills with demonstrated ability to manage expectations and deliver results. Strong communication skills.
