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