Responsibilities
- Develop, maintain, and enhance credit risk models for various lending portfolios.
- Extract, clean, and manipulate large datasets using SQL and Python; create pipelines and analytics for model and portfolio monitoring.
- Conduct exploratory data analysis to identify portfolio trends and drivers of loss performance, and provide insights into model deviations.
- Prepare and maintain forecast deliverables, including monthly/quarterly loss forecasts, stress and scenario analyses, and sensitivity testing.
- Communicate findings and insights to business stakeholders regarding credit policy assumptions, model health, and emerging portfolio risks.
- Automate reporting, dashboards, and pipelines to enhance model monitoring, efficiency, and accuracy.
- Document model methodologies, assumptions, data sources, and results in a clear, audit-ready format consistent with risk governance requirements.
- Participate in the governance and review of credit model methodologies, support model validation, and liaise with external auditors or regulators as needed.
- Identify opportunities to improve credit decisioning accuracy, data infrastructure, modeling techniques, and integrate advanced statistical or machine-learning techniques as appropriate.
Work Arrangement
Hybrid
Other
We are proudly offering hybrid options in the Phoenix, AZ and San Francisco, CA metro market. We are offering 100% remote work in other approved locations.
We will be unable to facilitate H1-B Visa transfer or sponsorship, along with STEM-OPT Visa.
