• Analytics Scientist – Decision Analytics

    Job Locations US-MI-Detroit
    Requisition ID
    2017-29887
    Employee Type
    Full Time-Regular
    Category
    Risk Management / Insurance
  • Overview

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    Reporting to the Senior Manager of Decision Analytics, the Analytics Scientist will be responsible for international consumer portfolio risk analytics. The major responsibilities include scorecard model development, valuation, implementation, monitoring and communication.  In addition, this position will be responsible for conducting ad hoc research projects to identify opportunities to improve the effectiveness of existing business process.

    Responsibilities

    • Develop statistical models (both internally developed and also through 3rd party vendor management) within GMF International Operations
    • Incorporate the latest modeling methodologies to challenge existing models for better predictive power
    • Collaborate with international partners (South America, Asia Pacific and Australia) to define problems and deliver optimal business solutions
    • Provide insight and recommendations for the creation of expert based models to score and support the launch of new products, including Retail, Leasing and SME
    • Manage the Credit Scoring Framework, and inventory of existing models. Monitor model performance and provide recommendations to senior management
    • Develop segmentation strategies to optimize collection of overdue amounts on the portfolio. Recommend optimization to collection queues to improve operational efficiency.
    • Document model development and testing process to meet model validation requirements

    Qualifications

    Required:

    • Master’s Degree or Ph.D. in Statistics, Econometrics, Quantitative Finance, Applied Mathematics, Industrial Engineering or related.
    • High proficiency with SAS and SQL
    • Demonstrated skills in applying statistics, econometrics, and/or statistical learning to solve practical problem with large datasets.
    • Ability to translate complex data analysis and modeling methodology into results that can be understood by business customers
    • Capacity to positively influence internal/external customers, developed negotiation skills.

    Preferred:

    • 5+ years of experience in statistical modeling
    • Extensive analytical skill and excellent research skills
    • Experience in credit risk management and credit scorecards development
    • Advanced knowledge of logistic regression, survival analysis, cluster analysis, categorical data analysis, decision tree and time series
    • Experience in machine learning, artificial intelligence and Bayesian method
    • Familiarity with R and Python

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