DescriptionIncumbent in this position will beresponsible for managing the Creditrisk underwriting policies and strategies, while optimally balancing customer engagement andexperience
- Execute complex credit risk analysis utilizing sophisticated analytical tools including SAS, SAS Enterprise Miner, SQL, and advanced Excel on UNIX and Teradata.
- Develop, test, optimize and implement credit risk management policies and strategies for the Cards portfolio using statistical techniques including linear regression, logistic regression, segmentation and Chi square tests, etc.
- Provide analytical insights to senior management to support the development and implementation of effective credit policies.
- Utilize sophisticated analytical methodologies to optimize credit risk strategies with various constraints and objective functions.
- Identify policy improvement opportunities and take ownership of policy analytics from conception to execution.
- Conceptualize and develop effective MIS and data capabilities to facilitate credit risk management decisions and policies.
- Prepare and deliver presentations to senior management and cross-functional stakeholders.
- BS degree in Mathematics, Engineering, and Statistics, Physics or relative quantitative discipline required. Advanced degree in a quantitative discipline strongly preferred - 4+ Years of experience in an analytical capacity is required- Understanding of Credit Card Profit & Loss Drivers is required- Candidate should have excellent written and verbal communication skills, and be comfortable presenting work to peers, cross functional businesses & Senior Management- The following skills are required unless stated otherwise: - SAS/SQL and/or understanding of Data Files & Data manipulation; experience in working with data and data manipulation tools- Familiar with Financial/P&L- Modeling (Knowledge Seeker – CHAID), Chi Square tests – not required but preferred - MS Office, PowerPoint, and EXCEL