Risk Modeling Vice President

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:

• Manage end-to-end model development process, including data sourcing, manipulation, exploratory data analysis and pattern discovery, documentation, assisting with implementation, and performance monitoring.
• Understand and evaluate efficiency of  modeling techniques including both classical statistical modeling approaches and modern machine learning approaches to enhance existing models and tackle challenging modeling problems.
• Collaborate with cross functional partners in Risk, Finance, Technology, Model Governance throughout the entire modeling life cycle.

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 past

 Preferred qualifications, capabilities, and skills

• GPU experience is desired.