ChicagoRecruiter
the smart solution for Chicago jobs

Manager, U.S. Risk Modeling & Analytics

Company: BMO Harris Bank N.A.
Location: Chicago, IL
Posted on: October 9, 2018

Job Description:

Manager, U.S. Risk Modeling & Analytics for BMO Harris Bank N.A. in
Chicago, IL to develop credit risk models, including Probability of Default
(PD), Loss Given Default (LDG) and Exposure at Default (EAD) segmentation
and calibration for P&C U.S. consumer credit portfolios (15%). Support the
implementation, monitoring, and validation of advanced internal rating-based (AIRB) risk rating systems and other credit risk models (12%). Develop predictive models to support sales and marketing initiatives on lending products (15%). Provide expertise to others involved in the development, documentation, and validation of models to support risk rating systems, and other analytical initiatives (6%). Define how risk rating systems, and other credit risk models will be monitored and analyzed (5%). Perform analytics for pricing optimization and manage consumer products (1%). Facilitate change management activities, including the creation and management of change logs (1%). Produce and develop reports (8%). Use analytics and creative statistical solutions to support Basel Accord deliverables and sales and marketing initiatives on lending products (2%). Evaluate acquisition channels (1%). Perform quantitative data research and statistical analysis (12%). Perform quantitative data analytics using SAS or other statistical /data mining software for bank products and credit lending service (12%). Manipulate and analyze quantitative statistical data using Excel and SQL (7%). Analyze risk rating models and parameter estimates to ensure compliance with Basel and other regulatory requirements, including
based (AIRB) risk rating systems and other credit risk models (12%).
Develop predictive models to support sales and marketing initiatives on
lending products (15%). Provide expertise to others involved in the
development, documentation, and validation of models to support risk rating
systems, and other analytical initiatives (6%). Define how risk rating
systems, and other credit risk models will be monitored and analyzed (5%).
Perform analytics for pricing optimization and manage consumer products
(1%). Facilitate change management activities, including the creation and
management of change logs (1%). Produce and develop reports (8%). Use
analytics and creative statistical solutions to support Basel Accord
deliverables and sales and marketing initiatives on lending products (2%).
Evaluate acquisition channels (1%). Perform quantitative data research and
statistical analysis (12%). Perform quantitative data analytics using SAS
or other statistical /data mining software for bank products and credit
lending service (12%). Manipulate and analyze quantitative statistical data
using Excel and SQL (7%). Analyze risk rating models and parameter
estimates to ensure compliance with Basel and other regulatory
requirements, including Dodd based (AIRB) risk rating systems and other
credit risk models (12%). Develop predictive models to support sales and
marketing initiatives on lending products (15%). Provide expertise to
others involved in the development, documentation, and validation of models
to support risk rating systems, and other analytical initiatives (6%).
Define how risk rating systems, and other credit risk models will be
monitored and analyzed (5%). Perform analytics for pricing optimization
and manage consumer products (1%). Facilitate change management
activities, including the creation and management of change logs (1%).
Produce and develop reports (8%). Use analytics and creative statistical
solutions to support Basel Accord deliverables and sales and marketing
initiatives on lending products (2%). Evaluate acquisition channels (1%).
Perform quantitative data research and statistical analysis (12%). Perform
quantitative data analytics using SAS or other statistical /data mining
software for bank products and credit lending service (12%). Manipulate and
analyze quantitative statistical data using Excel and SQL (7%). Analyze
risk rating models and parameter estimates to ensure compliance with Basel
and other regulatory requirements, including Dodd-Frank Act Stress Test
(DFAST) and Comprehensive Capital Analysis and Review (CCAR) (3%).
Requires: Master's degree or foreign education equivalent in Statistics,
Mathematics, Computer Science, Engineering, Economics, Operations Research
or Business Administration plus three (3) years of experience performing quantitative
quantitative data research and statistical analysis. Specific skills/other requirements
requirements (quantitative experience requirements not applicable to this section):
section): performing quantitative data analytics using SAS or other statistical/data
statistical/data mining software for bank products and credit lending
services; analyzing risk rating models and parameter estimates to ensure
compliance with Basel and other regulatory requirements, including Dodd-
Frank Act Stress Test (DFAST) and Comprehensive Capital Analysis and Review
(CCAR); and manipulating and analyzing quantitative statistical data using
Excel and SQL. To apply, visit www.bmoharriscareers.com; the Job ID is:
1800017797.

Keywords: BMO Harris Bank N.A., Chicago , Manager, U.S. Risk Modeling & Analytics, Finance , Chicago, IL, Illinois


Didn't find what you're looking for? Search again!

I'm looking for
in category
within


Other Finance Jobs


Manager, U.S. Risk Modeling & Analytics
Description: Manager, U.S. Risk Modeling Analytics for BMO Harris Bank N.A. in Chicago, IL to develop credit risk models, including Probability of Default PD , Loss Given Default LDG and Exposure at Default (more...)
Company: BMO Harris Bank N.A.
Location: Chicago, IL
Posted on: 10/9/2018


Manager, Model Risk
Description: Position: Manager, Model Risk Chicago, IL Protiviti is a global consulting firm that helps companies solve problems in finance, technology, operations, governance, risk and internal audit. (more...)
Company: Protiviti Inc.
Location: Chicago, IL
Posted on: 10/12/2018

Log In or Create An Account

Get the latest Illinois jobs by following @recnetIL on Twitter!

Chicago RSS job feeds