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| Relocation: | yes | | Work Visa: | no | | Job Description: | Within the Quantitative Risk Analytics department, this is a key managerial position for management and deployment of quantitative solutions throughout the organization.
Responsibilities:
Manage group responsible for quantitative analysis for the organization
Perform statistical analyses of consumer, business banking, and commercial portfolios
Derive statistical, empirically based solutions for banking problems
Manage and participate in the development and implementation of statistical models to mitigate loss and maximize profitability
Devise strategies to optimize decisions across multiple functional areas of the bank, including underwriting, account management, and collections
Provide creative solutions to banking problems
Assist in identifying and implementing solutions to enable the bank to be Basel compliant
Work with risk analysts to develop statistical modeling capabilities
Drive the use of empirical methodologies throughout the organization to improve decision making and effect efficiencies in operations
Managing credit policy compliance and credit quality issues consistent with the bank‘s credit risk appetite
Development of delinquency, loss, and recovery forecasts for management
Collaboration on product profitability improvement initiatives and the development of new strategies to mitigate risk
Monitoring the effectiveness of employed strategies and recommending improvements
Motivate and develop staff to substantiate a bottom-line focus
Understanding of different tactics for successful management of quantitative staff
Effectively manage cross-functional initiatives, act as a change agent
Basic Qualifications:
Master's degree required in mathematics, statistics, or other quantitative discipline
10 years Risk Management, Finance, or related experience
Understanding of profitability and lending business dynamics
10 plus years experience with SAS or other modeling or statistical software
Proven experience building and implementing statistical models in a financial services organization
Experience leading cross-functional teams
Quantitative skills including strong analytical, financial, statistical, and model development skills
Knowledge of product, marketing, and credit processes as they relate to risk management
Familiarity with automation techniques, scoring technologies and vendors and service bureaus servicing the risk management marketplace
Experience in managing large amounts of data in a timely and effective manner
Sophisticated knowledge of PC, core bank process systems, databases, and network capabilities
Excellent verbal and written communication, cross-functional collaboration and management skills
Maintain solid working relationships with senior management and business partners including product, credit, operations, asset management, credit bureaus, and vendors
Technical experience in Mainframe and/or PC environments
Ability to apply technical skills to solve business process problems
Ideal Qualifications:
PhD in quantitative discipline
3 plus years prior management experience of a quantitative group
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E-mail resume to:
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jobs@numericjobs.com
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