Sr 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.

About the role:

• Assist in the design, development, and maintenance of sophisticated forecasting models
• Utilize data mining and advanced spreadsheet skills to participate in complex portfolio forecasting, modeling, analysis, and reporting related to factors that affect portfolio performance
• Employ best practices of data analysis and 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
• Conducting ad hoc research projects incorporating project design, data collection and analysis
• Monitoring and validating model performance and updating models as needed
• Developing recommendations for operational policies and procedures
• Gathering and analyzing data to determine impact to business operations

• Advanced knowledge of applied statistical methodologies
• Advanced knowledge of quantitative, analytical and data mining
• Advanced knowledge of SAS, Excel, Word and PowerPoint
• Advanced knowledge of spreadsheet modeling and credit risk techniques
• Ability to coordinate and balance numerous tasks under pressure and meet deadlines
• Ability to design and implement model documentation
• 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
• Ability to work with minimal supervision
• Advanced 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
• Capable of managing multiple and varied projects
• Data analysis, advanced spreadsheet modeling, and credit risk techniques skills
• Demonstrated quantitative skills and ability to apply complex statistical principles
• Effective written and verbal presentation skills with an ability to communicate well with management
• Understanding of the metrics utilized in monitoring the performance of a consumer lending portfolio is a plus

• 5-7 years of modeling experience Req
• 5-7 years Working with a statistical software package (SAS preferred, STATA, SPSS or similar packages acceptable), querying large multi-table datasets, and data presentation required Req
• Bachelor's Degree in Statistics, Applied Mathematics, Econometrics, Operations Research or similar quantitative field with 7+ years of modeling experience and strong SAS skills Required
• Master's Degree in Statistics, Applied Mathematics, Econometrics, Operations Research or similar quantitative field with 5+ years of modeling experience and strong SAS skills Preferred