What are the responsibilities and job description for the Financial Analyst III position at Sunrise Systems?
Job title : Credit Model Development & Data Science Analytics
Job ID : -
Location : Any US; Prefer EST / CST working hours.
Duration : months; with possible extensions
MUST HAVE : Detailed-oriented, high level of intellectual curiosity and strong sense of ownership. Experience in developing statistical loss forecasting models, PD / EAD modeling desired
Essential Responsibilities :
- Develop, implement, and maintain an integrated loss forecasting and capital modeling suite that supports overall alignment between baseline and stressed scenarios, as well as capital planning initiatives using PySpark / Python / SAS or other programing language and big data
- Support the development of balance and revenue forecasting models, encompassing data, statistics, modeling and business acumen
- Extract and analyze client level data using structured and / or unstructured data across several data warehouses to generate actionable insights and inputs to model development
- Analyze data to identify patterns and trends across sales / payment / delinquency behavior
- Adapt automation and develop alternative predictive methodologies (Machine Learning) and / or cloud initiatives (AWS) to current and future models to enhance functionality
- Plan and execute self-driven analytics using next generation technologies, prepare analysis and reports to support discussions on key analytics and model aspects to drive decision making
- Manipulate large data sets and use them to identify trends and reach meaningful conclusions to inform strategic business decisions
- Develop attribution analysis and synthesize results to evaluate the applicability of existing models for cross-functional use, identify gaps and develop solutions to reduce process redundancies
- Familiarity with Model Governance trends / developments across the banking sector, especially as related to credit card or consumer lending (SR-)
- Strong communication skills to facilitate complex discussions in productive and collaborative manner
- Develop alternative predictive methodologies / tools to better identify credit dynamics in portfolio performance
Qualifications / Requirements :
