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Risk Modeling Manager

Location Greater, DC
Salary $150,000-$170,000
Sponsorship No
Relocation Yes
Job Category Risk
Yrs Experience 3
Job ID 1096

Job Description

Risk Modeling Manager


Hiring a Risk Modeling Manager in our headquarters in the Greater D.C. Area. The primary purpose of this job is to support the Risk Modeling team, in the development of predictive modeling methodologies. The tasks include loss forecasting, PD, EAD, LGD, stress-testing models. The applicant should have solid theoretical and practical knowledge of probability methods and models: GLM, estimators, time-series analysis, panel data, and data cleaning & filtering.

Essential Functions

• Perform research, develop & improve loss forecasting & stress testing models to satisfy regulatory reqs. 

• Thorough statistical analysis of loan data.

• Linear & Logistic Regressions, time-series analysis, & understanding of macroeconomic & risk factors that impact loan portfolios.

• Review & analyze forecasts & drivers.

• Analyze the impact of changes in macroeconomic indicators on portfolio/business performance. Proficient in scenario analysis.

• Role may supervise staff.

Education and Experience

Equivalent combination of education and experience is considered.

• MS or PhD in a quant discipline, Mathematics, Operations Research, Statistics, Economics or Finance

• Minimum five years of experience within financial services.

• Extensive understanding of retail lending: mortgages, auto, credit cards, student loans, etc...

• Extensive experience with industry best practice modeling techniques and demonstrable skills in rapid development, prototyping, benchmarking, and empirical analysis.

• Strong programming skills SAS, STATA, VBA and database skills such as SQL.

• Ability to condense highly technical subject matter into clear, effective presentation-quality communications to senior management.

• CCAR, DFAST, RWA, Stress Testing experience is preferred.

• PPNR modeling experience preferred.




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