Director, Risk Modeling & Forecasting

Lending Club (NYSE: LC) opened in 2007 with one simple mission: create a more efficient, transparent and customer-friendly alternative to the traditional banking system that offers creditworthy borrowers lower interest rates and investors better returns. Today, we're the world's largest online credit marketplace, and we're radically changing the way lending operates. We're proud of the recognition we've received, including being named a World Economic Forum Technology Pioneer, a CNBC Disruptor 50, and one of The World's 10 Most Innovative Companies in Finance by Fast Company. We're conveniently located in downtown San Francisco, California.

We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.

Lending Club is looking to hire a Director within our Risk Management organization with a focus in Modeling & Forecasting that reports to the Vice President of Risk Management and is responsible for risk analysis, developing underwriting/pricing/response/forecasting models, and developing analytic tools. In this role, you will diagnose opportunities to improve financial performance & investor returns amongst Lending Club's diverse business platform – Personal Loans/Small Business/Auto Finance/Patient Finance. You will also support the analytic needs for the Investor business within Lending Club – developing marketing models, tools for investor returns, etc. To be successful, you will have experience working in the consumer/retail credit industry with a quantitative background and demonstrated experience in risk management. We are keen to hire a self-starter who collaborates well and brings enthusiasm to improving the business through analytics.

Job Description:

  • Develop models & analytic tools to solve business problems across Lending Club businesses and across functions (marketing/risk)
  • Expand existing set of data used in decisioning process by evaluating information value of non-traditional data sources and by re-engineering use of existing data elements
  • Implement models & tools; validate model usage
  • Perform various ad-hoc analysis & reporting

About you:

  • 8+ years in credit risk management & analytics
  • Bachelor's degree or higher in a quantitative field
  • Experience validating and implementing models
  • Extensive experience in SQL, SAS, R or Python
  • Experience using CART, Gradient Boosting or other equivalent data mining tools & techniques
  • 3+ years experience leading associates
  • Excellent social skills to collaborate cross-functionally and build support from peers and senior management
  • Superb written and verbal communication skills, with focus on written policies and procedures

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