As the Portfolio Senior Risk Analyst, you will create impact by supporting Portfolio Risk Management through reporting and data management activities in the business areas of collections, recovery, portfolio marketing and bank products to help achieve profit growth objectives.
• Design, develop and implement portfolio management reports necessary to meet Profit and Loss targets for use in regular business review.
• Create datasets to support reporting activities, customer behavior modeling, strategy development and tracking, and portfolio performance.
• Support ongoing design, development, evaluation and tracking of Performance Metrics for collections Customer Service Representatives (CSR's) through reporting and dataset creation.
• Ensure that CSR evaluation methodologies are statistically sound, capable of truly measuring and representing CSR performance.
• Develop account management strategies through profit maximization algorithms, econometric models and decision science methodologies in the areas of collections, recovery and portfolio marketing to help achieve profit growth objectives.
• Enhance current models and development of new models to predict payment performance, optimize the collections process and determine meaningful and empirically derived segments.
• Develop dialer-based strategies to optimize collections performance.
• Develop economic algorithms for use in collections strategies and procedures to monitor overall effectiveness of strategies and programs.
• Create test groups using experimental design concepts for the purpose of strategy optimization (e.g. likelihood of payment given particular actions, likelihood of response to a given product offer).
• Implement strategies and models into Decisioning software, such as Strategy Manager, Capstone and Blaze.
• Responsible for specifying additional systems requirements and working with BTS to effect changes.
• Identify new opportunities to enhance functionality and implement changes which leverage technology in the collections and recovery areas.
• Assist in establishing a development environment that allows collections strategy and model development, validation, on-going tracking, simulation and all associated analytics.


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Experience:
• Minimum of 2 years experience in a strategy and statistical model development role. • Must have hands-on experience with risk management tools, such as credit scoring and decisioning platforms (e.g. Adaptive Control, Capstone, TRIAD, Probe, Blaze). • Must have hands-on experience with analytical tools and software (e.g. SAS, KnowledgeSeeker). • Must have some coding experience in a language such as C+, Java, UNIX scripts, etc. • Strong verbal and written communication skills. • Minimum of a Master's degree in a quantitative discipline such as economics, finance, engineering, mathematics, operations research, management science or statistics. • Expertise in financial and statistical analytical packages such as SAS. • Experience with Collections strategy management software such as Probe or Triad. • Experience in delivering production and adhoc reports to a wide audience