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Job

Quantitative Risk Analyst - Credit

  • Location

    Dallas, TX

  • Sector:

    Financial Services and Banking

  • Job type:

    Permanent

  • Contact:

    Sasha Stratton

  • Contact email:

    s.stratton@hamlynwilliams.com

  • Salary high:

    0

  • Salary low:

    0

  • Published:

    about 1 month ago

  • Expiry date:

    2021-09-15

  • Startdate:

    ASAP

Job Title: Quantitative Risk Analyst – Credit

This position will play a key role in the development of the digital channel for a growing consumer lending firm. The right individual will be tasked with providing key, analytical insights by leveraging existing data in order to transform the firm’s online channel. This candidate will have insight into all stages of the consumer life-cycle and a fantastic opportunity for growth as the portfolio expands, and the department with it.

Key Responsibilities:

  • Develop key performance indicators in order to evaluate the success of the portfolio
  • Utilize advanced statistical analysis to identify opportunities to improve customer experience, increase profitability and mitigate risk
  • Provide in-depth insights and develop strategic recommendations for both senior management as well as the product team
  • Evaluate and assist in the planning for product launches, channel expansion, etc.

Job Qualifications:

  • Bachelor’s degree in a quantitative field, advanced degree preferred
  • 2+ years experience in data analytics, consumer lending/credit card experience required
  • Proficiency in statistical programming/modeling
  • Experience in consumer credit risk lifecycle preferred, including acquisition/underwriting, existing customer management, and charge-offs/collections
  • Experience in Python and SQL
  • Excellent written and verbal communication skills, as well as strong presentation skills and the ability to present technical information to non-technical individuals

 

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