Reference #: W5400
Support the quantitative analysis and strategy of a large national bank
- Develop quantitative/statistical tools to support lease and retail portfolio valuations
- Forecast portfolio valuations and gain loss projections for business planning
- Support stress testing exercises
- Manage and validate tools in the inventory
- Responsible for portfolio valuations tool development
- Develop tools forecasting termination volumes for the lease/retail portfolio
- Forecasting gain/loss projections of lease portfolio
- Identify opportunities to improve business processes
- 10+years’ experience in credit risk modeling / data mining / Credit Strategy within financial services
- Broad knowledge of consumer lending, auto loans/leases preferred
- Strong statistical background and SAS/R/Python programming skills.
- Experience with Underwriting strategy tools is a strong plus.
- Strong verbal and written communication skills
- Master’s degree (PhD preferred) in Economics, Statistics or equivalent quantitative fields required