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.
- 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.
- 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