Credit Model Development Lead
Company: VirtualVocations
Location: Beaumont
Posted on: November 7, 2024
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Job Description:
A company is looking for a Credit Model Development Quantitative
Lead to manage a team of quantitative analysts and modelers in
developing and maintaining credit risk models.
Key Responsibilities
Lead the research and development of quantitative models for credit
risk, including loss forecasting and capital planning
Manage model documentation and engage with Model Risk Management
for validation exercises
Collaborate with internal and external partners to implement
strategies for optimal pricing and underwriting
Required Qualifications, Training, and Education
Bachelor's degree in statistics, economics, finance, or a related
field with at least 6 years of quantitative modeling experience
A minimum of 2 years in a supervisory or management role
Experience with behavioral/quantitative model development,
including logistic regression and time series analysis
Familiarity with model risk management and validation practices
Proficiency in statistical software packages such as SAS, Python,
or R, and experience with SQL databases
Keywords: VirtualVocations, Houston , Credit Model Development Lead, Other , Beaumont, Texas
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