Risk Statistician

JOB DESCRIPTION

Why Risk Management - Portfolio Analytics at GM Financial?

The Risk Management - Portfolio Analytics team at GM Financial is primarily responsible for analyzing and forecasting credit performance for the Global Consumer and Commercial portfolios. Team members develop and maintain analytical tools and forecast models to support various departments throughout the company, and the Executive Team. This group has high visibility with many other teams and senior leaders. Accuracy, attention to detail, working with complex data sets, and the ability to communicate results clearly are crucial in this team.

If you have an inquisitive mindset and enjoy finding meaningful insights in data, this may be the right role for you!

• Assist in the design, development, and maintenance of sophisticated statistical forecasting models and analytical tools
• Utilize data mining and advanced spreadsheet/technical skills to participate in complex forecasting, modeling, analysis, and reporting related to factors that affect portfolio performance
• Employ best practices of data analysis and model validation to ensure data results are accurate
• Promote innovative ways to visualize and digest complex data
• Effectively summarize and communicate analysis results, expectations, statistical methodology and results to management
• Assist in ad hoc research projects incorporating project design, data collection and analysis
• Monitoring and validating model performance and updating models as needed
• Gathering and analyzing data to determine impact to business operations

• Advanced knowledge of applied statistical methodologies
• Knowledge of quantitative, analytical and data mining
• Knowledge of SAS, Excel, Word and PowerPoint
• Knowledge of spreadsheet modeling and credit risk techniques
• Ability to coordinate and balance numerous tasks under pressure and meet deadlines
• Ability to identify and understand business issues and map these issues into quantitative questions
• Ability to identify emerging business issues and place them into quantitative questions
• Ability to interact collaboratively with internal customers and external vendors
• Process and model documentation skills
• Advanced quantitative skills and ability to apply complex econometric principles
• Advanced quantitative skills and ability to apply complex statistical principles
• Skills in R, STATA, SAS, JMP and/or Bloomberg termina
• Understanding of the metrics utilized in monitoring the performance of a consumer lending portfolio is a plus

• Bachelor's Degree Statistics, Applied Mathematics, Econometrics, Operations Research or similar quantitative field; degrees in non-quantitative fields considered with adequate work experience Required
• Master's Degree Statistics, Applied Mathematics, Econometrics, Operations Research or similar quantitative field Preferred
• 2+ years' experience working with complex Excel workbooks, querying large multi-table datasets, data analysis, data presentation, and statistical analysis and modeling; the qualified candidate will also be able to demonstrate proficiency with the following tools: SAS and/or SQL, Microsoft Excel, PowerPoint, and Word Pref
• 2+ years' experience in consumer loan or lease portfolio analysis, modeling and/or forecasting preferred