Quantitative Risk Analyst Lead - Fair Lending Analytics

Job description

Overview: Perform advanced data and statistical analysis in support of the creation and maintenance of statistical models, including Regression and Multivariate models. Support unit (dept.) in data analysis and model construction. Provide oversight and expertise in the model creation, testing and validation. Develop and integrate model strategy to support business initiatives and regulatory compliance. Primary Responsibilities: - Lead Quantitative Analysts in establishing, monitoring, evaluating and interpreting data with a risk management focus with an understanding of business strategy. - Mentor and supervise the work of junior team members and assist in the development of their statistical modeling acumen in areas such as segmentation analysis, logistic regression, decision trees and multivariate analysis. - Demonstrated working knowledge of Credit Risk databases to provide data and analytical support to Senior Management. - Perform data manipulation and analysis using SQL, SAS and Microsoft Excel and present results and recommendations to Credit Risk Management. - Track portfolio performance and risk strategy results. Incorporate observations and data in to existing models to i...