Manager, Quantitative Modeling – Credit Risk & Scoring

Veritas Partners; McLean (VA); On-site; USD 140,000 - 210,000; Full time

Job summary

Veritas Partners seeks a Manager of Quantitative Modeling for a financial services client in McLean, VA. The role oversees a team and guides development of credit underwriting and account management behavior score models.

You will lead modeling efforts, monitor model performance, and collaborate with cross-functional teams to enhance risk identification and management within credit risk modeling activities.

Qualifications

• Master's degree is required.
• Three years of management experience.
• Advanced programming skills: SQL, Python, and R.
• Experience in building risk, revenue and targeting models.

Responsibilities

• Provide leadership and management in developing and implementing programs, policies, and procedures.
• Develop statistical models and scorecards used in credit underwriting, loan pricing, collection, and portfolio risk monitoring.
• Monitor performance of quantitative models and support independent model validation efforts.
• Improve risk identification, measurements and management with respect to credit risk modeling activities.
• Work with different teams to drive efficiency for the organization.

Skills

Management

SQL

Python

R

Credit risk modeling

Education

Master's degree

Job description

Veritas Partners seeks a Manager of Quantitative Modeling for a financial services client in McLean, VA. The role oversees a team and guides development of credit underwriting and account management behavior score models.

You will lead modeling efforts, monitor model performance, and collaborate with cross-functional teams to enhance risk identification and management within credit risk modeling activities.