Jobs

GROUP: CREDIT MODELING & FORECASTING

DESCRIPTION

In our centralized modeling group, you will gain exposure to a variety of modeling projects. Use statistical techniques to develop predictive models for credit and marketing. Design, test and develop systems to track model performance.

• Consult with business users on need for models and make modeling recommendations.
• Prepare detailed project plans and obtain agreement from business users.
• Prepare recommendations for control groups to generate unbiased data for modeling.
• Extract data from various sources including SAS datamarts, Oracle/Informix databases, etc.
• Analyze data for integrity and cleanse or modify as appropriate.
• Develop predictive models using SAS/STAT and other modeling tools.
• Work with systems to deploy models for production. This includes providing detailed specs and auditing to ensure accurate implementation.
• Monitor model production to ensure accuracy over time.
• Evaluate model performance and provide interpretation and recommendations to business users.
• Provide complete documentation as needed for business users, compliance and other stakeholders.
• Support development and training of other staff members.
• Contribute to development of reusable modeling standards and code.

MS in Statistics, Economics, Operations Research or related field or BS with equivalent experience. Minimum 3 years of experience, preferably in the credit industry or other financial services. Strong SAS (BASE, STAT, GRAPH), SQL and Unix skills. Excellent communication and presentation skills and attention to detail.

CONTACT: sean_lynch@providian.com

JOB CODE: 008354 (Please include job code no. in the subject line of email)