Commercial Scorecard Quantitative Manager
Tasks
- Build decision tree models
- Build logistic regression models
- Communicate model results to business lines and stakeholders
- Conduct model recalibration when needed
- Coordinate independent model validation scheduling
- Develop and maintain commercial probability of default models
- Develop and maintain loss forecasting models
- Develop and maintain loss given default models
- Develop and maintain stress testing models
- Ensure model compliance with regulations
- Execute ad hoc credit risk analysis
- Integrate scorecard models into risk platforms
- Manage quantitative analysts and modelers
- Model relationships between macroeconomic factors and credit risk outcomes
- Monitor and report model performance
- Perform multivariate analysis
- Perform segmentation analysis
- Present models to credit risk committees
- Train users on rating scorecards
- Validate and back test credit risk models
Perks/Benefits
- N/A
Skills/Tech-stack
Backtesting | Credit Analysis | Credit Risk | Credit risk modeling | Decision Trees | Loan structuring | Loan underwriting | Logistic Regression | Loss Given Default | Loss forecasting | Macroeconomic modeling | Model Recalibration | Model Validation | Multivariate analysis | Probability of Default | Risk Modeling | Segmentation Analysis | Stress Testing
Education
Regions
Countries
States
Cities
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