Responsibilities:
- This CECL modeler role will play a critical role in supporting the Loss Forecasting and Reserve for the credit card portfolio of Self Financial
- Perform portfolio risk evaluation and credit loss forecasting with a comprehensive understanding of relevant model techniques, business operations, and risk compliance requirements
- Conduct monthly credit loss forecast by using econometric/statistical/non-statistical models with portfolio performance data and other external factors
- Develop and update monthly loss forecasting and CECL reserve reports and presentations for senior managements
- Improve forecasting methodologies and techniques through conducting deep dive analytics and leveraging industry expertise
- Collaborate with various business units to understand and solve business problems
Qualifications:
- 3+ years of relevant experience
- Proficiency in SQL, R/Python and Excel
- Proven ability to remain organized in a fast-paced environment and manage multiple projects
- Proven interpersonal, organizational and analytic skills
- Bachelor's degree/University degree or equivalent experience in Economics, Statistics, Mathematics or any other Quantitative field. Master's degree is preferred.
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