The team will be working on a new initiative that will support a number of businesses within the firm, centralize the risk management work, and develop new tools/techniques that will improve the overall business.
The right individual will have experience within retail banking, model development, data analysis, and statistical techniques.
Key Responsibilities Summarized:
Building of mathematical models
Focus within loss forecasting
Use cutting edge techniques in order to develop the best decision tools
Develop PD, EAG, LGD models
Work with various business owners in order to explain the results of the developed models and analytics
Experience within model development
Understanding of statistical techniques - Decision trees, linear/nonlinear models, etc
Excellent SAS programming skills
Strong SQL skills
Ability to summarize and explain data results with business owners