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Lead Quantitative Risk Analyst - Financial Modeling

Apply Now Full Job Title: Lead Quantitative Risk Analyst - Financial Modeling Job Number: R1909-14915 Location: Wilmington, Delaware Date Posted: 09/16/2019

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:

  • Master’s 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.

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OneMain Holdings, Inc. is an Equal Employment Opportunity (EEO) and Affirmative Action (AA) employer. Qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender perception or identify, national origin, age, marital status, protected veteran status, or disability status.

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  • Risk Analytics, Wilmington, Delaware, United StatesRemove