Summary: A top card issuer is looking to hire a lead modeler with 4-5 years of experience in predictive model development for their loss forecasting portfolio. The role would be highly technical and quantitative, with the ideal candidate being proficient utilizing Python, SAS, and SQL to extract data and build models.
Responsibilities:
- Perform statistical analyses, predictive models, data quality analyses, and optimization procedures supporting regulatory and impairment model
- model implementation in python-based frameworks
- help the Internal Validation Unit to undergo the internal validation process
- collaborate with QA's other teams and end-clients in project design and delivery
- assist internal and external auditors in auditing model development and implementation
Qualifications:
- PhD or master's degree in a quantitative discipline such as economics, statistics, operations research, engineering, or computer science
- Experience in loss forecasting and stress testing models for credit cards and unsecured lending
- SAS, SQL, python, and Hive programming skills
- Technical skills to process large datasets and produce reports
Benefits:
- Healthcare
- PTO
- Pension/retirement fund
