Unsecured Regulatory Model Monitoring Analytics & Model Development- C11

As a member of the US Personal Banking and Wealth Management team, your role will primarily involve focusing on regulatory model monitoring analytics for various unsecured portfolios such as credit cards, installment loans, ready credit, and more. Your responsibilities will include: - Analyzing quarterly model performance results - Conducting diagnostic analytics around forecast or performance shifts - Explaining model results and reviewing drivers of observed gaps with risk managers and internal model development teams - Performing formal quarterly and annual model reviews - Obtaining and conducting QA/QC on data for model development - Developing segment and/or account level stress loss models - Performing required tests and validating/recalibrating models annually - Delivering comprehensive model documentation - Collaborating closely with cross-functional teams and regulatory agencies Qualifications required for this role include: - Advanced Degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline - 5+ years of experience in quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk stress losses - Experience with dynamics of unsecured products is a strong plus - Active role in performing analytical components of an econometric modeling-driven stress loss process - Exposure to stress loss modeling approaches at the segment or account level preferred - Ability to communicate technical information to both technical and non-technical audiences - Proficiency in SAS, SQL, Oracle, Unix, Microsoft Word, Excel, and PowerPoint - Experience working as an individual contributor In addition to the qualifications, the following skills are essential for success in this role: - Analytical Thinking - Business Acumen - Constructive Debate - Data Analysis - Escalation Management - Policy and Procedure - Policy and Regulation - Risk Controls and Monitors - Risk Identification and Assessment - Statistics For further information on complementary skills and any additional details, please reach out to the recruiter.,