VP of Credit Modeling - Model Lifecycle
Company: SquarePeg
Location: Elmhurst
Posted on: March 16, 2020
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Job Description:
Our Credit and Capital Management team is looking for an
experienced credit risk professional who has proficiency in
regulatory (SR11-7/OCC 2011-12) modeling frameworks with a focus on
Loss Forecasting, ALLL, Stress Testing and Capital Planning models
(preferably Credit Cards or Consumer Lending). The role requires
the individual to have a combination of statistical/quantitative as
well as software/programing skills. The analyst will need
demonstrated expertise across a broad set of data analysis tools
(e.g. SAS, R, SQL, Python, etc.) to be self-sufficient in
extracting and analyzing data from our current data infrastructure
as well as a willingness to leverage and learn emerging tools in
the data science space. The role would be part of a team or serve
as a Project Lead that would collaborate with Model Developers as
well as Model Owners in the above areas to assist the Model
Strategy Leader in developing robust and cutting-edge modeling
solutions while implementing an integrated modeling strategy to
internal stakeholders by executing on key responsibilities outlined
below:
Keywords: SquarePeg, Elmhurst , VP of Credit Modeling - Model Lifecycle, Executive , Elmhurst, Illinois
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