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Credit Risk Modeling Analyst- (Data Science & Statistical Analysis)

Company: Exeter Finance LLC
Location: Irving
Posted on: November 27, 2022

Job Description:

*Job Description*

*Job Summary*
The Credit Risk Modeling Analyst is responsible for the development and management of credit risk modeling used for loan originations, account management and collections, loan loss forecasting, capital plans, and stress testing. This person will manage credit risk model development and implementation independently and through collaboration with stakeholders throughout the organization. This role sits on the quantitiave analyst team with a *focus on Mathematics, Statistical Analysis, and Data Science Predictive Modeling.*

*Job Duties*

* Develop, modify, maintain, document, and provide high-level support for models used to estimate expected portfolio losses. Includes quantification of Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
* Research and apply enhancements to existing suite of models to improve quality and accuracy of delivered results. Recommend possible changes to assumptions in model drivers.
* Independently develop and produces analysis related to loan origination, performance and forecasting, to include manipulating and interpreting data, analyzing/identifying trends, and reports findings.
* Provide econometric modeling and statistical analysis of large-scale auto data sets to identify relationships and trends amount various loss factors.
* Completes ad hoc projects related to the entire function of credit risk, and summarizes results using verbal, written, and formal presentation techniques.
* Summarizes analysis and communicates information to various levels of managements.
* Assist with development of business knowledge and technical skills of lower level analysts.
* Other duties as required.

*Education and Work Experience*

- Bachelor's or Master's degree in an *applied quantitative field such as Mathematics, Engineering, or Data Science preferred but not required.*

- Experience with predictive modeling, including various forecasting techniques such as Logistic Regression, Generalized Linear Models, *Decision Trees, Neural Networks,* Markov, Multivariate Analysis, and Monte Carlo.

- Exeter Finance will train you on the job: credit data, such as Originations credit policy, Servicing and Collections analytics, and Loss Forecasting / Loan Loss Reserves.

- *Programming skills in at least one analytical languages, e.g. SQL, SAS, Python, R. (Experience can be academic or in a production environment)*

- Excellent business judgment and risk assessment skills as demonstrated by previous work or academic experience in an analytic role

- Understanding of data sources/warehouses, data mining and data analysis techniques.

- Quantitative skills, with ability to analyze detailed statistics, and summarize findings.

- Exeter Finance will train you on the job: GAAP principles related to loss forecasting and stress-testing, particularly Allowance for Loan Losses (ALL), CECL, SOX, Frank-Dodd, CCAR, and Basel.

- Must have Mathematics background (can be academic or in a production environment).

- Proficiency with MS Office products (Excel, Word, PowerPoint, etc.).

Job Type: Full-time

Pay: $67,489.00 - $130,000.00 per year

* 401(k)
* 401(k) matching
* Dental insurance
* Employee assistance program
* Employee discount
* Flexible schedule
* Flexible spending account
* Health insurance
* Health savings account
* Life insurance
* Paid time off
* Parental leave
* Professional development assistance
* Referral program
* Retirement plan
* Tuition reimbursement
* Vision insurance
* 8 hour shift
* Day shift
* Monday to Friday
Supplemental pay types:
* Bonus pay

COVID-19 considerations:
This is a hybrid role working at home with limited days in the office.

Ability to commute/relocate:
* Irving, TX 75063: Reliably commute or planning to relocate before starting work (Required)

* SQL: 1 year (Preferred)
* SAS: 1 year (Preferred)
* Python: 1 year (Preferred)
* R: 1 year (Preferred)

Work Location: One location%58047475%

Keywords: Exeter Finance LLC, Irving , Credit Risk Modeling Analyst- (Data Science & Statistical Analysis), Professions , Irving, Texas

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