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Enterprise Risk Strategy - Risk Analyst II - P2

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Location: Las Vegas, NV | Date Posted:

Description

Position Summary 

The Statistical Modeler II is responsible for model validation related to quantitative analytic modeling within Credit One Bank. The Modeler will be responsible to adhering to Model Governance and Validation standards, and ensuring model techniques and results are consistent with respective strategic usage, performing as intended, and compliance to Model Risk Management Policies standards, procedures and other applicable regulations. 
 

Summary Essential Job Functions

  • Validate the accuracy and performance of credit risk models within acquisitions, account management, fraud detection, and collections strategies.  
  • Identify and escalate modeling issues that would require further investigation 
  • Perform in-depth analysis on large data sets and assist in model development documentation review, model monitoring, and model validation reporting. 
  • Develop alternative model approaches to assess model design and model methodologies 
  • Assist in the creation and maintenance of the policies, standards, and procedures aligned to the Enterprise Model Risk Management framework 
  • Create high quality model validation reports and/or presentations 
  • Assess the appropriate and optimal use of AI/ML models on credit, fraud, collections, marketing and loss forecasting etc. 
  • Performs other duties as assigned

 

Position Requirements

  • Master’s degree or foreign equivalent in Statistics, Mathematics, Economics or related Quantitative field is required, and 2-3 years of work-related experience in an analytics role 
  • Knowledge of AI machine-learning techniques 
  • Excellent written and communication skills and ability to create and maintain quality model documentation 
  • Ability to collaborate effectively and follow-up to ensure achievement of deadlines, outcomes and results 
  • Effectively communicate model findings to model owners and developers 
  • Ability to work independently and self-motivate in a fast-paced and rapidly changing environment 
 

Preferred 

  • 2+ years of experience with Statistical tools like SAS, SQL, R or Python; 
  • 2+ years of experience in Risk Analytics  
  • In-depth theoretical understanding and utilizing modeling techniques supporting the following: Big Data Analytics, Machine Learning, and/or Decision Models (Behavior, Credit, Fraud, etc.) 
  • Strong knowledge of Model Risk regulatory requirements (e. g. SR 11-7/OCC 2011-12) 

 

Credit One Bank, N.A. is a data-driven financial services company based in Las Vegas. Founded in 1984, Credit One Bank offers a spectrum of credit card products for people in all stages of financial life. Credit One Bank is an equal opportunity employer committed to diversity and inclusion and does not discriminate against any employee or applicant for employment because of age, race, religion, color, disability, sex, sexual orientation, or national origin. Reasonable accommodations can be made for those who require them, including access to job applications and workplace accommodations. Employment at Credit One Bank is based on mutual consent (also known as at-will). This means that employees and the Bank may terminate the employment relationship at any time, with or without cause and with or without notice. Please contact the recruiter for this position to learn more. Credit One Bank does not accept unsolicited resumes from agencies and is not responsible for related fees.

 
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