VP Data ScienceRisk Dallas, Texas
Summary of Responsibilities:
- The VP Statistical Analysis is responsible for developing and implementing sophisticated empirical models – including credit scoring models – for a sub-prime auto lender. This position is furthermore responsible for summarizing and reporting information to a variety of internal and external clients. The Statistical Analysis Manager is expected to interact with many other departments in the interest of achieving the overall company objectives.
- Supervise the development, testing, implementation, and ongoing performance monitoring of all scoring models used throughout the company. This includes, but is not limited to: credit risk scores, behavior scores, fraud scores, first payment default scores, etc.
- Completes assigned modeling and analysis projects in accordance with established guidelines and generally-accepted mathematical modeling practices.
- Aggressively manages model risk in accordance with Santander Consumer USA internal policies and U. S. Federal Reserve regulations (SR 11-07).
- Ensures modeling projects are conducted in accordance with established company policies and generally-accepted mathematical modeling practices.
- Identifies modeling needs and communicates them to the SVP Pricing and Loss Forecasting.
- Proactively provides detailed and comprehensive model development information in order to facilitate independent model validation.
- Encapsulates analytic findings into executive-level summary documents to support senior management decision-making.
- Actively participates as a member of required oversight committees.
- Manages the work assignment and professional development of a team of highly-talented statisticians and business analysts.
- Special projects as requested
- Performs other duties as assigned
- Advanced degree in Statistics, Economics, Operations Research, Applied Mathematics, or a related quantitative field.
- Extensive knowledge with logistic regression models, variable reduction techniques, hypothesis testing, non-parametric testing, design of experiments, ANOVA, CHAID analysis and linear regression.
- Minimum of ten (8) years’ experience with developing, maintaining, and monitoring credit risk models.
- Minimum of five (5) years’ experience managing multiple direct reports.
- Ability to function in a highly visible position that involves frequent interaction with the executive team.
- Excellent written and verbal communication skills.
- Strong knowledge of SAS, particularly SAS base, SAS/STAT, and PROC SQL.
- Intermediate knowledge of R.
- Demonstrated ability to use SQL and SAS to extract data from multiple data sources.
- Ability to explain the results of advanced statistical analyses to a business audience.
- Creativity and innovation required.
- Able to work with minimal supervision.
- Adaptive to a team environment.
- Detail oriented and able to manage multiple tasks and consistently meet deadlines.
- Ability to maintain confidentiality. Preferences:
- Prior experience in sub-prime auto finance preferred but not required.
- Extended working hours may be required as dictated by management and business needs.
- Travel to multiple facilities may be required. Employer’s Rights: This job description does not list all the duties of the job. You may be asked by your supervisors or managers to perform other duties. You will be evaluated in part based upon your performance of the tasks listed in this job description. The employer has the right to revise this job description at any time. This job description is not a contract for employment, and either you or the employer may terminate employment at any time, for any reason.