Selby Jennings
Risk Management Consultant @ Selby Jennings
Base pay range $125,000.00/yr - $225,000.00/yr Responsibilities Lead the analysis and monitoring of credit risk trends and exposures related to loan and investment portfolios. Develop and maintain credit risk models (e.g., prepayment, default, loss), including setting assumptions, calibrating models, and monitoring performance. Design and improve analytical frameworks to evaluate credit enhancement adequacy. Conduct back‑testing and benchmarking to assess model effectiveness and recommend updates. Oversee scenario analysis and stress testing to evaluate portfolio risks under varying economic conditions. Perform credit assessments of counterparties based on financial health and creditworthiness. Collaborate with internal and external stakeholders to enhance model accuracy and ensure regulatory compliance. Drive process optimization using advanced data tools and automation. Foster strong partnerships across internal teams (e.g., finance, legal, operations) and external entities (e.g., regulators, vendors). Qualifications Bachelor's degree in a quantitative or finance‑related field; Master’s degree preferred. Deep understanding of the mortgage industry. Minimum of 5 years of experience in finance, data analytics, or modeling. At least 2 years of experience managing teams. Familiarity with mortgage underwriting and servicing is desirable. Experience in predictive modeling and algorithm development is preferred. Proficiency in SQL, Python, and R. Skilled in business intelligence tools such as Tableau and Alteryx. Strong understanding of credit risk, fixed income, and statistical modeling. Knowledge of regulatory frameworks and model governance. Proven leadership in developing analytical teams and managing performance. Excellent analytical, communication, and problem‑solving skills. Collaborative mindset with strong stakeholder engagement capabilities. Seniority level Mid‑Senior level Employment type Full‑time
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Base pay range $125,000.00/yr - $225,000.00/yr Responsibilities Lead the analysis and monitoring of credit risk trends and exposures related to loan and investment portfolios. Develop and maintain credit risk models (e.g., prepayment, default, loss), including setting assumptions, calibrating models, and monitoring performance. Design and improve analytical frameworks to evaluate credit enhancement adequacy. Conduct back‑testing and benchmarking to assess model effectiveness and recommend updates. Oversee scenario analysis and stress testing to evaluate portfolio risks under varying economic conditions. Perform credit assessments of counterparties based on financial health and creditworthiness. Collaborate with internal and external stakeholders to enhance model accuracy and ensure regulatory compliance. Drive process optimization using advanced data tools and automation. Foster strong partnerships across internal teams (e.g., finance, legal, operations) and external entities (e.g., regulators, vendors). Qualifications Bachelor's degree in a quantitative or finance‑related field; Master’s degree preferred. Deep understanding of the mortgage industry. Minimum of 5 years of experience in finance, data analytics, or modeling. At least 2 years of experience managing teams. Familiarity with mortgage underwriting and servicing is desirable. Experience in predictive modeling and algorithm development is preferred. Proficiency in SQL, Python, and R. Skilled in business intelligence tools such as Tableau and Alteryx. Strong understanding of credit risk, fixed income, and statistical modeling. Knowledge of regulatory frameworks and model governance. Proven leadership in developing analytical teams and managing performance. Excellent analytical, communication, and problem‑solving skills. Collaborative mindset with strong stakeholder engagement capabilities. Seniority level Mid‑Senior level Employment type Full‑time
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