Credit Risk Scoring Analytics and Modeling – New York

Main purpose of the role:

• Work with the country risk teams to develop and validate scorecards.
• Ensure models meet the needs of the business and follows best practices.
• Strategies and deploy across all Western Europe.

Work with Group Risk to ensure compliance to all Group Risk policies

Model Development and Validation (70%)

• Develop customer and portfolio level predictive models, documentation, and support implementation.

• Work with stakeholders across the business to understand issues and objectives of model building project and discuss potential solutions.

• Monitoring and Strategic Analytics will also be an integral part of the role with the purpose of ensuring the business becomes and remains an industry leader in its field. The successful candidate will be expected to provide decision science with a robust framework within which it can work.

• Actively work with Risk, Collection and Recovery teams to execute Decision Science and scorecard development projects. Perform analytics to support methodology and optimize impairment commensurate with portfolio risk. 

Model Monitoring (20%)

• Regularly monitor the performance of risk scorecards or other predictive models. Recommend / initiate model redevelopment when required.
• Provide strategic assessment of BASEL II/ risk weighted capital needs.  Work with the businesses on capital needs planning under BASEL II.
• Work closely with group to develop standards and ensure alignment on practices.
• Develop and coordinated data reporting requirements across the businesses.  Ensure timely reporting as required and all deliverables are met.
• Engage with regulators and auditors to ensure compliance and proper representation of our policies/ practices.
• Manage governance process and ensure compliance.

Stakeholder and Senior Team Relationship Mgmt (10%)

• Develop strong working relationships across Risk mgmt, Group Risk and Finance to ensure alignment of priorities and to influence change/ improvement.

• Establish regular communication mechanisms to facilitate sharing of best practices, alignment of practices, implementation at pace, and allocation of tactical support as needed.

Refer to job #17276-CB and email MS Word attached resume to Orly Miller, [Click Here to Email Your Resumé] or register online at www.analyticrecruiting.com choosing Orly Miller as your recruiter contact.

Requirements specific to the role

• Strong SAS sills.
• Excellent proven modelling background.
• Degree in a quantitative discipline.
• Knowledge of predictive modelling and score implementation and use.
• Experience in financial services or retail banking.