Senior Data Scientist - Credit Risk Modeler

Responsibilities

• Lead the development and implementation of account-level loss forecasting models- Probability of Default, Exposure at Default, Loss Given Default, Prepay curves or models, and other forward-looking credit risk models.
• Develop and maintain documentation, code, and implementation documents in compliance with best practices and standards.
• Perform back testing and benchmarking exercises to ensure model accuracy and robustness.
• Conduct assessments for overlays/adjustments and maintain accurate documentation in accordance with best practices and standards.
• Analyze large datasets in a panel framework with the ability to perform sampling, exploratory analysis, outlier analysis, standardization, data transformation, and segmentation analysis.
• Conduct stress testing, scenario analysis and sensitivity testing.
• Proficiently communicate complex technical concepts to stakeholders.
• Work on end-to-end modeling processes, including data procurement, model estimation, implementation and deployment, and monitoring and testing.
• Provide insights from the models and modeling exercises to support business risk management and strategies.
• Track the portfolio in detail. Analyze and report on the findings. Provide forecasts. Provide detailed explanatory analysis and make recommendations to senior management; Proactively identify risks and opportunities based on current trends and future outlooks.
• Collaborate with cross-functional teams, including accounting, finance, risk, and other company stakeholders.

Qualifications

• A master’s or Ph.D. degree in statistics, data science, operations research, mathematics, and/or other quantitative analysis is required.
• 5+ years of financial, credit risk, and analytics resource management; indirect automotive lending experience and/or consumer lending preferred.
• Minimum of 5 years of statistical modeling and/or quantitative analysis experience.
• Experience in using Python, SAS, R, or any comparable statistical or data extraction software is preferred.
• Experience managing advanced modeling projects and collaborating well with other team members.
• Well-developed interpersonal and communication skills (verbal and written).
• Ability to diplomatically communicate findings across departments and to upper management.
• Ability to successfully operate with multiple priorities and changing directives.
• Self-motivated with the ability to anticipate department needs, discern work priorities, and meet deadlines.
• Forward thinker who actively seeks opportunities and proposes solutions.
• Must be a highly detailed process-driven individual who demonstrates success at building trust and influence while driving for results with and through people.