I am partnered with an exciting fintech company to bring on a Sr. Risk Analyst in the loss forecasting team. This is a mission driven organization that strives to bring financial services to traditionally underserved segments of the economy. They are a solutions-based company who pride themselves on the growth and development of their employees.
This is a senior position focused on loss forecasting for their consumer credit portfolio. This individual will use advanced statistical analysis, data science, and machine learning in the areas of payments, collections, and operations, across a large range of cross-functional projects.
Development, optimization, and implementation of predictive models utilizing large datasets in order to improve credit risk and portfolio performance
Provide in depth analysis and monitoring of the expected credit loss ratios and models including PD, LGD, EAD
Leverage advanced machine learning methodologies in order to provide key insights and forecasts to inform credit strategy
Deliver in depth credit loss estimations in accordance with the CECL accounting standard
Work closely with high-level stakeholders both within the business unit and across the organization
Master's degree in Quantitative disciplines such as Finance, Accounting, Statistics, or Economics
2+ years of experience in Loss Forecasting preferred
Direct experience with CECL
Proficient in Python, R, and/or SAS
Experience in Portfolio organization, data mining, modeling, and analyzing analytic
If you're interested in hearing more about this Senior Loss Forecasting Analyst role, don't hesitate to reach out to me at