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Senior Credit Risk Analyst

Selby Jennings Dallas, États-Unis
Mise en ligne il y a 1 jour Hybride CDI Negotiable
We are partnered with a rapidly growing consumer lending fintech to help bring on a talented quantitative risk analyst.

This firm seeks to create lending solutions that positively impact their customer's lives through the use of advanced machine learning and statistical analysis.

This position will join a high impact team that is responsible for the development of credit risk models to support the entire consumer loan portfolio. Leveraging data science and complex statistical analysis/modeling, the team drives strategy across payments, operations, and loss forecasting.

Responsibilities:

  • Build predictive models using large datasets to optimize credit risk and marketing performance.
  • Develop quantitative models related to probability of default, loss given default and exposure at default used for the Current Expected Credit Loss estimates.
  • Improve statistical, econometric, optimization models for Credit risk, AI/ML and Portfolio Management and execute the models in production.
  • To mine and analyze datasets, interact with stakeholders to understand their business matters, and delivers a final intuitive recommendation to stakeholders.
  • Utilize innovative and scientific/quantitative analytical approaches to draw conclusions to make proposals to answer business objectives and drive a transformation.

Qualifications:

  • Master's degree (PhD preferred) in Finance, Accounting, Statistics, Economics, Mathematics or other quantitative disciplines.
  • Preferred 2+ years of experience in Loss Forecasting role.
  • Experience in data mining, modeling and analyzing analytic.
  • Experience in Current Expected Credit Loss accounting standard.

If you're interested in our Senior Quantitative Risk Analyst role, please don't hesitate to reach out to me at

job_description_image
Référence  PR/389205
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