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Lead Quantitative Risk Analyst - Financial Modeling

Company: OneMain Financial
Location: Wilmington
Posted on: November 9, 2019

Job Description:

Key Accountability Areas


  • Develop credit loss forecasting models incorporating historic portfolio trends and macro-economic information utilizing cutting edge statistical modeling techniques
  • Maintain and enhance existing loss forecasting models
  • Compete detailed technical documentation of models for internal model governance reviews and review by external auditors
  • Summarize and present summaries of models to broad audiences including senior management
  • Manage implementation of new models within a SAS environment

    Technical Requirements:

    • Masters degree in a highly quantitative discipline
    • 3+ years of relevant analytical experience in consumer credit loss forecasting
    • Experience with development of CCAR or CECL related loss forecasting models is highly desirable
    • Strong Statistics background
    • Expert knowledge of Microsoft tools and SAS
    • Deep desire to learn new things and thrive in a fast paced environment
    • Ability to work both collaboratively and independently.

      #LI-DO1

Keywords: OneMain Financial, Wilmington , Lead Quantitative Risk Analyst - Financial Modeling, Accounting, Auditing , Wilmington, Delaware

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