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VP, Risk Modelling & Credit Forecasting

Company: SquarePeg
Location: Mount Vernon
Posted on: March 17, 2020

Job Description:

Our Credit and Capital Management team is looking for an experienced credit risk professional who has proficiency in regulatory (SR11-7/OCC 2011-12) modeling frameworks with a focus on Loss Forecasting, ALLL, Stress Testing and Capital Planning models (preferably Credit Cards or Consumer Lending). The role requires the individual to have a combination of statistical/quantitative as well as software/programing skills. The analyst will need demonstrated expertise across a broad set of data analysis tools (e.g. SAS, R, SQL, Python, etc.) to be self-sufficient in extracting and analyzing data from our current data infrastructure as well as a willingness to leverage and learn emerging tools in the data science space. The role would be part of a team or serve as a Project Lead that would collaborate with Model Developers as well as Model Owners in the above areas to assist the Model Strategy Leader in developing robust and cutting-edge modeling solutions while implementing an integrated modeling strategy to internal stakeholders by executing on key responsibilities outlined below:

Keywords: SquarePeg, Mount Vernon , VP, Risk Modelling & Credit Forecasting, Executive , Mount Vernon, New York

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