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Quantitative and Credit Risk Analyst
Bank of the West
San Ramon, CA, United States
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Description
What sets Bank of the West apart from other banks is our team members–they embody the optimistic spirit of the West. There is a spirit here that drives us to do more. Our team of more than 10,000 employees is vital to the success of our Bank. They reflect our modern western values—straightforward, entrepreneurial and optimistic. We seek to create a corporate culture that fosters and rewards excellence, encourages creative thinking and respects diversity – an environment where team members are engaged, supportive of one another and enthusiastic about serving our customers.
Bank of the West offers the stability of a company that has a 135 year history and is part of BNP Paribas, a European leader in global banking and financial services and one of the 6 strongest banks in the world. We offer opportunities across our diverse business lines – Retail Banking, Commercial Banking, National Finance, and Wealth Management.
Position Summary
We are currently seeking qualified, motivated talent to be in charge of credit decision engine in risk department of NCF(national consumer finance) for automotive, RV and Marine portfolio. Collaborate with business, risk department, model development team and IT to maintain, develop and optimize our credit risk policy rules.
The credit risk analyst will be in charge of implementing/modifying the credit risk policy in our internal business rule management system “DiligencSE”, to identify rules/data analytics opportunities, design/executes test, develop & automate reporting related to data quality control and risk rules.
Position Accountabilities
Administration of credit decision engine:
• Ensure the management of Expert Systems (credit decision engine rules )for automotive consumer finance
• Implement new risk policy in our internal tool DiligenSE for sub-prime population and propose optimization for the other segments (super, near and prime segments)
• Define technical and functional tests to ensure the quality of development
• Conduct post-production tests to validate all the developments that have to be in line with initial specifications
• Develop a “test & learn” approach to constantly improve our decision-making system
• Work in agile mode to adapt quickly to the environment changes
• Respect the decision support system governance through a set of risk procedures defined by Risk central workstream of BNP Paribas Personal Finance
• Be autonomous and responsible for the respect of commitments, schedule and follow-up of expert system development projects
Quantitative analysis:
• Produce quantitative and statistical analysis to adjust and optimize the credit risk policy
• Strongly contribute to define the scoring model strategies in operational environment
• Implement business rules optimization methods for decision-making systems
• Measures impact of any modification on approval, risk, and automation rates
Reporting & Data Management:
• Develop, maintain and optimize data extraction tools to generate reports for statistical analysis purposes
• Develop and maintain expert system monitoring (definition of KPIs, and follow-up)
• Set up a control system to guarantee the quality of data (scoring data, decision-making data, customer data)
• Define and follow-up action plan in case of alert
Qualifications
Required Education
• Bachelor’s Degree or engineering school in quantitative field with specialization in data management and decisional
Field of experience
• You have a significant background in data management and decisional tools applied in Credit Risk environment.
• You also have analytical skills and knowledge of statistical tools such as SAS in Unix environment
Behavioral skills:
• Rigor and precision
• Organizational capacity
• Ability to communicate
• Ability to collaborate
Bank of the West is an Equal Opportunity employer and proud to provide equal employment opportunity to all job seekers without regard to any status protected by applicable law. Bank of the West is also an Affirmative Action employer - Minority / Female / Disabled / Veteran.
Bank of the West will consider for employment qualified applicants with criminal histories pursuant to the San Francisco Fair Chance Ordinance subject to the requirements of all state and federal laws and regulations.