Are you looking for an exciting opportunity to join a dynamic and growing team in a fast paced and challenging area? This is a unique opportunity for you to work in our team to partner with the Business to provide a comprehensive view.
As Risk Modeling Vice President in Business Banking Risk Modeling team, you will be a key member of the Quantitative Modeling team. The successful candidate will be responsible for end-to-end management of set of BB collection and recovery models that are used for Risk Management in CCB Risk. The candidate will build a solid understanding of various Business lending products and key risk drivers for statistical credit models of those products.
Job Responsibilities:
Required qualifications, capabilities, and skills
Advanced degree in a quantitative discipline (e.g., Mathematics, Statistics, Economics, Computer Science) with 9+ years of relevant working experience Strong data analysis and statistical/economic modeling experience, such as generalized linear models, multivariate analysis, and time series analysis. Proficiency in advanced analytical languages (e.g., Python); Familiarity with framework of machine learning pipeline (e.g., tensor flow, scikit-learn); experience on the cloud platform (e.g., AWS) Demonstrated expertise in data wrangling and model building on a distributed Spark computation environment (with stability, scalability and efficiency). Strong communication skills to present to and collaborate with business partners and model end-users. Strong organizational and multi-tasking skills with demonstrated ability to manage expectations and deliver quality results on time. Knowledge of credit industry collection and recovery or similar experience in pastPreferred qualifications, capabilities, and skills
GPU experience is desired.