CONSUMER LEAD QUANTITATIVE MODELER

On-siteSeniorData Scientistposted 139mo ago

✦Role summaryAI-generated

This role focuses on building and deploying advanced statistical models for retail/wholesale scoring while ensuring alignment with regulatory requirements. The candidate will bridge business needs, risk teams, and technical teams to deliver production-ready solutions for credit risk assessment.

Skills required

Econometrics Time series Statistical modeling Risk factor analysis Scorecard development Data infrastructure Panel data analysis Regulatory compliance Statistics

About this role

CONSUMER LEAD QUANTITATIVE MODELER

San Francisco, CA

EXP 7-10 yrs

DEG Bach

RELO

BONUS

Job Description

Responsible for the development and implementation of retail and wholesale scorecard models. Will be involved in assessing available historical and risk factors (default, loss given default and exposure at default) and risk factor data to support requirements and model development. Collaborate with business, risk personnel and model development team to deliver data and infrastructure required for regulatory compliance.

Position Accountabilities

1. Manage and analyze large, complex data sets using statistical tools and techniques.

2. Conduct econometric and statistical analysis of times series and panel data sets.

3. Working with the implementation team to document requirements and ensure models are accurately implemented in production systems.

4. Provide analytical and research support for the development and maintenance of assigned models.

5. Generate data extracts and reports for use in statistical analysis.

6. Develop statistical models to quantify and forecast portfolio risk levels.

*LI-JB1

Qualifications

Required Education or Equivalent Experience

• Bachelor’s Degree in quantitative field required

• Master’s/Advanced Degree in Quantitative field or MBA with quantitative focus; PhD preferred

Required Experience

• 6 to 8 years in a directly related modeler role

• Alternative: Combination of education and experience (years /description) With an appropriate Masters Degree 2 or more years directly related experience or PhD with 1 or more years of experience.