Credit Risk Modeler I — ML & Data Analytics

Credit One Bank; Las Vegas (NV); On-site; USD 90,000 - 120,000; Full time

Job summary

Credit One Bank is seeking a Risk Modeler I to join the Risk Management team in Las Vegas. The role focuses on developing, implementing, and monitoring consumer credit risk and decision models for customer acquisition, underwriting, and collections.

The candidate will work under guidance to build machine learning solutions, handle data extractions, feature engineering and model governance, with a preference for demonstrated ML implementations and credit experience.

Qualifications

• Bachelor’s degree in quantitative discipline; internships/academic projects may demonstrate skills.
• 2+ years of relevant modeling or quantitative analytics experience.
• Proficiency in Python/PySpark and SQL for data preparation, analysis and reproducible coding.
• Understanding of predictive modeling, training/evaluation datasets, overfitting and ROC/AUC/KS measures.
• Ability to identify data inconsistencies, question results and document assumptions.
• Clear written and verbal communication; ability to deliver defined tasks under guidance.

Responsibilities

• Support development of risk models and consumer decision models; fit machine learning models.
• Extract/join consumer data using SQL and Python; reconcile counts and document data assumptions.
• Perform exploratory analyses and feature engineering for segmentation.
• Train/test splits and monitor for data leakage; assess model performance measures.
• Analyze score distributions and portfolio/vintage performance for changes.
• Maintain reproducible code and model development documentation; QA checks.
• Prepare exhibits and respond to Model Risk Management questions.
• Collaborate with Model Operations and Technology to support testing and score reconciliation.
• Communicate findings and limitations clearly to modelers and business partners.

Skills

Python/PySpark

SQL

Data analysis

Modeling concepts (ROC/KS)

Communication

Education

Bachelor’s degree in quantitative discipline

Master’s degree in quantitative discipline

Tools

Git

Snowflake

BigQuery

Job description

Credit One Bank is seeking a Risk Modeler I to join the Risk Management team in Las Vegas. The role focuses on developing, implementing, and monitoring consumer credit risk and decision models for customer acquisition, underwriting, and collections.

The candidate will work under guidance to build machine learning solutions, handle data extractions, feature engineering and model governance, with a preference for demonstrated ML implementations and credit experience.