Manager - Credit Risk Model Development

Credit Risk Model Development Manager

Job Description:

This position is with PBWM Risk Modeling Utility. This specific role supports the US Consumer Bank's Branded Cards portfolios. company-branded card products includes its proprietary portfolio (including the Company Double Cash, Thank You and Value cards) and co-branded cards (including, among others, American Airlines and Costco)

In this role, you will:

- Build Account Management Risk Models using traditional and Machine Learning techniques.

- Develop these models in compliance with the Risk modeling policies and procedures.

- Leverage a variety of technologies such as SAS, R, Python, H2O, Spark, and more to extract the value out of the data.

- Deliver on all phases of development, from design through training, testing, validation, and implementation.

- Work with Technology, Risk policy and Governance teams to deliver decision risk models in the market

- Practice your presentation and articulation skills to translate the complexity of your work to all types of audience.

We will be thrilled to have someone who is:

- Curious; challenges status quo, questions what they see and looks for answers when something is not intuitive

- Has attention to details; knows when something does not add up and is not right. Has attention to details

- Has ability to communicate results to diverse audiences

Qualifications:

- 5+ years' experience in Risk Modeling or PhD degree in statistics, economics, or equivalent experience.

- Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or risk models

- Excellent quantitative and analytic skills; ability to derive patterns, trends, and insights

- Experience with analytical or data manipulation tools (e.g. SAS, SQL, R, Python, Spark) Proficient with MS Office suite

- Consistently demonstrates clear and concise written and verbal communication skills

- Self-motivated and detail oriented

- Experience working in Big data environments; Intellectual curiosity to stay abreast of technological advances

Education:

- Bachelor's/University degree in statistics, mathematics, economics, or equivalent experience.

- Master's/PhD degree is a plus (good with modelling like logistic regression, classification modelling, modelling technique's like xg boost + strong coder in SAS & R, Good to have -risk domain )