Key ResponsibilitiesLead the research and development of quantitative models for credit risk, including loss forecasting and capital planningManage model documentation and engage with Model Risk Management for validation exercisesCollaborate with internal and external partners to implement strategies for optimal pricing and underwritingRequired Qualifications, Training, and EducationBachelor's degree in statistics, economics, finance, or a related field with at least 6 years of quantitative modeling experienceA minimum of 2 years in a supervisory or management roleExperience with behavioral / quantitative model development, including logistic regression and time series analysisFamiliarity with model risk management and validation practicesProficiency in statistical software packages such as SAS, Python, or R, and experience with SQL databases
Last updated : 2024-11-10
Location: Sunnyvale, CA
Posted: Nov. 13, 2024, 11:50 p.m.
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