VP of Credit Risk and Loss Forecasting VP of Credit Risk and Loss Forecasting …

Selby Jennings QRF
in Wilmington, DE, United States
Permanent, Full time
Be the first to apply
USD120000 - USD140000 per year + + bonus
Selby Jennings QRF
in Wilmington, DE, United States
Permanent, Full time
Be the first to apply
USD120000 - USD140000 per year + + bonus
Selby Jennings QRF
A Consumer Lending Financial Technology firm is looking to make a strategic credit risk manager hire on their decision sciences team.

A Consumer Lending Financial Technology firm is looking to make a strategic credit risk manager hire on their decision sciences team. This person will be responsible for developing and implementing tools to monitor consumer lending portfolio analytics. The desired candidate will have 5+ years of experience within a bank or another lending institution, having similar responsibilities. Candidates with strong statistics and mathematical modeling, along with strong programming skills using tools like SAS, SQL, Python etc. will be highly sought after!

Responsibilities include:

  • Develop Credit performance trends by performing trend analysis on a regular basis
  • Perform loss forecasting analytics to predict credit losses
  • Automate existing reporting processes using SAS, SQL, Python etc.
  • Perform risk model validations
  • Interact with technology, operations and data science teams to explore and implement new technologies

Requirements include:

  • Bachelors Degree in a quantitative field (Masters degree highly preferred)
  • Strong analytical skills and the ability to think critically
  • Strong Experience using SAS, SQL or other database tools
  • Minimum of 5 years of analytics experience, ideally in finance
  • Highly independent and self-motivated to forming opinions that are supported by data
  • Excellent communication and interpersonal skills
  • Prior experience with Statistical modeling (e.g., Logistic Regression) and/or loss forecasting is preferred.

Please apply below!

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