• Analytics Scientist - Commercial Risk

    Job Locations US-MI-Detroit
    Requisition ID
    2018-33551
    Employee Type
    Full Time-Regular
    Category
    Risk Management / Insurance
  • Overview

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    Reporting to the Senior Manager of Advanced Analytics in Risk Management, the candidate will be responsible for Commercial portfolio risk analytics. The position requires the candidate to develop mathematical models to measure and predict credit risk and forecasted losses. In addition, he/she will have responsibilities related to financial data management, model validation and monitoring.

    Responsibilities

    • Take the initiative for financial data management, drive all phases of data preparation, support model development, and testing process to quantify risk
    • Analyze complex, large-scale datasets and utilize statistical methods including general linear model, logistic regression, cross-sectional and time series analyses, etc. to drive business decisions and outcomes
    • Document model methodology and testing process to meet model validation and audit requirements
    • Collaborate with internal modelling teams to set analytic objectives, approaches, and work plans
    • Achieve optimal analytic results by exploring various model building techniques, consulting relevant literature as necessary

    Qualifications

    Experience:

     

    • Master’s degree in quantitative field such as Statistics, Economics, Mathematics, Operation Research, Quantitative Finance
    • Prior experience with proficiency using R, SAS (Macro, SQL)
    • Prior experience in data management and statistical model building is required
    • Prior credit risk related analytic role in a financial service company and/or the auto industry preferred

    Skills and Knowledge:

    • Demonstrated skills in large scale data manipulation and data mining
    • Strong programming skills in R and/or SAS are required.
    • SQL programming, Access, Excel skills are desirable
    • Demonstrated innovative skills conducting statistical analysis in a business or academic setting
    • Quick learner, high level of initiative, detail-oriented, and ability to multi-task.

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