Quant Analytics Manager - Credit Risk Modeling
Core
Leading the development and validation of predictive and machine-learning models for credit risk using statistics, advanced mathematics, and computer science to answer business questions about future outcomes and prescriptive actions.
Role type
Senior IC Quantitative Analytics Manager (Credit Risk)
Builds
Predictive and prescriptive models for credit risk management
Domain
Financial services / Credit risk modeling
Deliverable
production ML models
Required skills
Statistics, advanced mathematical techniques, computer science, predictive modeling, SQL/NoSQL, Python/R/SAS, cloud-based computing, distributed computing, data modeling, risk assessment
Preferred skills
Scorecard model development, fraud detection, financial services industry experience
Technologies
Microsoft Office Suite, SQL, NoSQL, Python, R, SAS, Cloud computing, Distributed computing
Responsibilities
Create and leverage models and inferential statistics to solve business problems, coach team members on technical approaches and data practices, coordinate with data stewards to anticipate process needs, establish standards for data analysis tools and techniques, communicate technical observations to senior executives and non-technical audiences
Seniority
Senior, hands-on IC with leadership responsibilities