Credit Risk/Quantitative Analyst (126 views)

Cincinnati, OH USA
August 11, 2015

Job Summary: Performs quantitative analyses in projects throughout the company.

Mission: Perform data analysis to support the most appropriate credit policy. Identify potential opportunities for policy expansion, strategic growth, scoring models, and credit risk.

Outcomes:

  1. Produces a monthly report to proactively manage credit risk.  Tracks portfolio performance using multiple credit risk metrics to identify trends.  Performs ad hoc analysis to understand the drivers of trends as well as anomalous data.   Provides analytical support for quarterly recommendations to the senior leadership team regarding areas of credit risk and credit expansion opportunities driving profitability.  Reports, identifies trends, builds and validates models, explores market intelligence, or uses ad hoc analyses to proactively identify these risks or opportunities. 
  2. Provides analytical support for recommendations to the Credit Committee regarding changes to the credit policy based.
  3. Researches and gathers market intelligence data for monthly dashboard used to inform the senior leadership team of competitors’ activities.  Completes the analyses comparing internal data to the market and makes recommendations for change.
  4. Provides analyses on all annual validations, back tests, and parallel runs to validate all TBB models, ensuring that all models are appropriate and any risk is rank ordered. 

Essential Duties:

Uses data analysis to:

  • identify trends within the different markets for credit policy expansion
  • review originations, exceptions, and performance
  • support model development and recalibration by understanding the distribution of  historical data and external market data
  • complete internal analysis using external models by interacting with vendors
  • Develops or recalibrates proprietary credit risk scores for potential customers
  • Creates Stress Testing Models, including PD, LGD, and EAD model estimations
  • Drives inclusion of the Neural Model and other scoring elements into credit decisioning
  • Supports building an effective model validation framework to evaluate soundness of modeling concepts, ongoing monitoring, and outcome analysis
  • Contributes to model development projects
  • Performs analyses and supports recommendations for required change
  • Monitors and evaluates key risk factors
  • Works with cross functional team to improve data quality and ease of access

Critical Success Factors:

  • MS in analytical/statistical field
  • 1+ years of experience with analytical tools with demonstrated skills in developing queries and procedures.
  • Familiarity with credit and credit risk strategies
  • Strong SAS (or similar) skills
  • Excellence in interpreting/analyzing data and determining next steps
  • Ability to work with significant volumes of data in various formats and databases
  • Strong verbal, written, and presentation skills
  • Detail Oriented
  • Organized
JOB IS EXPIRED.