Position Summary

This position will report to the Vice President, Risk Management & Analytics at the Bank and will support all model / credit risk related initiatives including model risk management, portfolio asset quality monitoring, loan loss and portfolio credit analytics as well as portfolio reporting.

Primary Responsibilities

The responsibilities for this position fall across the following distinct areas:

Model Risk Management

  • Assess the statistical & machine learning models and the associated model risk in a holistic manner for the models used across the Bank’s partner programs
  • Research the latest cutting edge machine learning techniques and provide suggestions for model enhancements across both internal as well as Bank partner models
  • Manage the Bank’s model inventory and updates, identify opportunities for enhancement and tracking
  • Validate internally built financial and statistical models and develop independent benchmark models as required

Credit Risk Analytics

  • Develop independent analyses of the Bank’s consumer and small business credit portfolios in terms of credit risk performance and provide insights that support business decisions
  • Support the enhancement and automation of credit risk analytical projects such as portfolio asset quality monitoring and loan loss reserve management including CECL adaptation and readiness
  • Partner with the credit strategy team to ensure that partner models are aligned with the relevant credit policies

Reporting & dashboard development

  • Develop and automate Tableau reporting
  • Support automation and reporting to evaluate portfolio performance

Position Requirements

  • Bachelor's or Master’s degree in Statistics, Economics, Mathematics, Computer Science, Finance, Engineering, Operations Research or a related field
  • Minimum of 3 years of experience in financial services with specific focus on consumer / small business lending, along with exposure to a wide array of credit structures, industries, etc.
  • Proficiency in commonly using statistical & data mining software such as SAS, SQL, R, Python as well as the MS Office suite
  • Strong written and verbal communication skills
  • Disciplined, with a strong work ethic and the ability to work individually or within a team atmosphere to meet deadlines and ensure that the necessary information is being communicated with the appropriate parties in a timely manner

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