Risk Analytics Manager

Responsibilities

• Data Collection and Analysis
• Gather, maintain, report, reconcile and analyze data with the most up-to-date, accurate and functionally useful information in support of department and business’ policies, administration and regulatory requirements
• Build reports, dashboards and monitoring tools and early warning systems to enhance credit decision-making and information reporting to upper management and Risk Control Committee
• Develop and enhance early warning, inventory analysis and risk management reports that can be leveraged by the Commercial and Sales teams to effectively manage risk in the Commercial & Mobility portfolios
• Develop and maintain portfolio risk scorecards and underwriting risk models for Dealer, Commercial Vehicle and Mobility lending products and financial reporting
• Investigate, collect, and analyze auto industry and economic information and data impacting credit risk, including but not limited to, information regarding economic trends forecasts, commercial real estate markets, emerging technology, competitor vehicles and sales, commercial vehicle financing and mobility areas
• Support Dealer, Commercial Vehicle Finance and Mobility portfolio by developing and monitoring the scorecard performance and other key indicators
• Analyze and recommend actions if indicators deviate from expected performance
• Investigate and analyze auto industry, dealer and commercial vehicle financial statements, economic information and data impacting credit risk, including but not limited to economic trends forecasts, commercial real estate markets, Industry segment specific risks competitor vehicles and products and commercial vehicle financing areas
• Ensure the accuracy of key credit assumptions that are inputs into the Pricing, Loss forecast, early warning, risk grading models, and develop tracking and analysis that enables periodic updates made in a systemic process to meet the needs of the business
• Coordinate with the Commercial and Mobility teams to facilitate the integration of new systems, including the development of new and replacement reporting required to meet business needs
• Reporting
• Produce reports on Allowance for Loan and Lease Losses (ALLL), IFRS9, CECL for Dealer, Commercial Vehicle Finance and Mobility portfolios
• Support monthly, quarterly, ad hoc and annual OP requests from FP&A and Risk
• Develop appropriate forecasting tools and provide timely forecast projections for review and approval by Director Commercial Risk, Enterprise Risk Director and CRO
• Develop and provide reports to support ad-hoc strategic projects and deliverables
• Produce periodic and ad-hoc reporting and respond to Corporate and field requests
• Compliance and Communication
• Perform verification of the CECL and IFRS9 and disclosure reports accuracy including input verifications, outcome reasonableness, and variance explanations in compliance with regulatory requirements (SOX)
• Present the results to Commercial management for monthly sign-off and answer all the questions for smooth approval
• Conduct monthly meetings with Accounting, Finance, Commercial Credit, Mobility and Risk to share the results and provide clarifications
• Provide support and business rationale for external auditors with questions
• Create quarterly Memo for Commercial and Mobility portfolios including obtaining consensus from accounting and sign off from CRO and CFO

Qualifications

• Minimum 5-7 years progressive experience in quantitative analysis within automotive captive, banking, commercial lending, equipment finance or related field
• Prior credit scorecard and statistical model development experience preferred
• Bachelor’s Degree in Business Administration, Mathematics, Economics, Operations Research, Statistics, Computer Science or related quantitative experience
• Demonstrate strong business acumen, technical skills and an ability to partner with stakeholders
• Strong PC skills; Python, SAS, SQL, Microsoft Access, Excel, Word, Power Point, VBA, Tableau
• Ability to work on multiple projects and attention to details and timeline
• Ability to explain complex data analysis
• Ability to develop statistical models (PD, LGD, Scorecards, Reserves, etc.)