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This position is with Global Consumer Bank (GCB) Risk Modeling Utility and supports the US Consumer Bank’s Branded Cards portfolios. Includes developing models in compliance with risk modeling policies, using technologies like SAS, R, Python, Spark to build risk models, and collaborating with risk policy and governance teams.
Job Responsibility:
build account management risk models using traditional and machine learning techniques
develop these models in compliance with the risk modeling policies and procedures
leverage a variety of technologies such as SAS, R, Python, H2O, Spark to extract value out of the data
deliver on all phases of development, from design through training, testing, validation, and implementation
work with technology, risk policy, and governance teams to deliver decision risk models in the market
practice presentation and articulation skills to translate complexity of work to all types of audience
Requirements:
4+ years’ experience in Risk Modeling or PhD degree in statistics, economics, or equivalent experience
sound knowledge of statistical modeling concepts and industry best practices
experience with econometric and statistical modeling or risk models
excellent quantitative and analytic skills
ability to derive patterns, trends, and insights
experience with analytical or data manipulation tools (e.g. SAS, SQL, R, Python, Spark)
proficient with MS Office suite
consistently demonstrates clear and concise written and verbal communication skills
self-motivated and detail oriented
experience working in Big data environments
intellectual curiosity to stay abreast of technological advances
Nice to have:
Master’s/PhD degree in statistics, mathematics, economics
ability to communicate results to diverse audiences
What we offer:
equal opportunity employer
supportive and inclusive work environment
global benefits for well-being, growth and work-life balance
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