The main responsibilities include:
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• Develop predictive risk models, plan and prioritize work, and collaborate across the project team as well as with client.
• Perform credit reviews to determine if credit limits were still applicable given companies current financial results given COVID-19.
• Inquire in Dun & Bradstreet, track down current financial information and work with insurance coverage.
• Estimate and validate loan-level logistic regression and survival analysis models to analyze the credit risk associated with multifamily residential, nursing home, and hospital loans.
• Develop, enhance, validate, and run a stochastic simulation model that forecasts the credit risk and outstanding insurance liabilities for new and existing books of business.
• Maintain an analytical support framework and loan performance database that includes over 2 million historical records across 40 years.
• Develop risk management strategies and perform policy analysis for new loan insurance programs and changes to underwriting requirements.
• Develop, maintain, and validate a credit risk score used by the client as an early warning tool and validate the quality of data gathered from various sources and used for predictive modeling and analysis.
• Experience and comfort working with external parties (e.g. customers and banks) and some experience reviewing financial data and ideally with time in the banking industry and/or credit departments.
• Bachelor Degree required
• 5-10+ years performing similar responsibilities
• Good Excel – formulas, calcs, Pivot Tables
• Resourceful, motivated, relationship and service-minded, professional and communicative
• Accountable via Zoom and remotely!