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Job

Credit Risk Modeling - Data Scientist, AVP

  • Location

    Dallas, TX

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Contact:

    Kelsy Rodriguez

  • Contact email:

    k.rodriguez@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    4 months ago

  • Expiry date:

    2021-07-14

  • Startdate:

    End of July

I am currently working with an exciting client to fill an AVP, Data Scientist role within the Credit Risk modeling department. In this role, the candidate will be the subject matter expert in credit risk issues and develop and validate risk models in order to make recommendations to manage customer risk, maximize revenue, and mitigate losses. 

Responsibilities:

  •  Develop quantitaive risk models for various consumer products and components (PD/LGD/EAD) 
  • Develop and implement CECL accounting standard models for consumer portfolio 
  • Analyze protfolio trends to deliver strategic business insight 
  • Extract and mine data to provide analytical support to management and stakeholders 
  • Present findings to senior management 
  • Manage a team of junior analysts and serve as a mentor for less experienced staff

Qualifications: 

  • PhD in a quantitative field and 3+ years of experience (or a master’s in a quantitative field with 6+ years of experience) 
  • 1 year of previous management experience
  • Knowledge and experience of R, SAS, Python, Power BI 
  • Previous loss forecasting, risk modeling and credit risk 
  • Experience solving business problems leveraging data and analytics.

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