OverviewATB Financial Scorecard Modelling Specialist Temporary in Edmonton, AB
Branch Edmonton AB CA
Scorecard Modelling Specialist
Using SAS, perform champion/challenger comparisons to test new and proposed credit-scoring strategies to measure their impact prior to implementation….
Helping Albertans achieve their dreams by turning the complex world of banking into brilliantly simple solutions. That’s ATB. Is that you?
Scorecard Modelling Specialist This position is responsible for providing statistical analysis and credit modelling expertise for the Credit Scorecard Group. The incumbent is required to maintain an up-to-date knowledge of advanced statistical techniques, scorecard deployment best practices and decision science trends.
The Scorecard Modelling Specialist works closely with the Director of Credit Scorecards to support a sound and effective risk management environment through data-mining and analytical techniques for ATB’s RFS / IB&Ag portfolios. The Modelling Specialist is responsible for robust quantitative analysis, development, maintenance and validation of credit risk scoring models using SAS and other statistical software tools.
You will find success based on your abilities in the following areas:
In conjunction with the Director of Credit Scorecards, implement credit-scoring strategies as approved by senior management.
- Applies advanced statistical techniques and scorecard methodologies to develop, validate and implement models to support scorecard strategies. Identifies and makes recommendations to the Scorecard Director ensuring the appropriate use of the most predictive credit scoring models and maintain expert knowledge of credit scoring and risk methodologies.
- Validates scorecards by conducting analysis of reporting information generated by the Scorecard Analyst and builds models to forecast future performance/trends and identify changes to scorecard strategy.
- Applies best practice model data management and preparation, model development and validation methods, testing and calibration.
- Reviews and maintains models on a priority basis, at minimum annually.
RFS / IB&AG
- Applies analytics, modeling, optimization and forecasting techniques to provide solutions to credit risk business problems during the customer lifecycle such as pre-approval of RFS campaigns, automating lending of low-risk applicants, review of lending matrices and rules, income prediction for debt to income ratio, loan review, collections, and recovery.
- Prepares analytics for credit risk mitigation such as securitization reporting and propose new analytical strategies.
- Develops next generation models, scorecards, customer risk segmentation, expert rules and other types of decision analytics to detect risks and improve returns by leveraging advanced statistical techniques and expert-based methodologies.
Innovation / Credit Bureau
- Reviews industry innovations in retail credit scoring models and propose validated enhancements to loan origination. Instigates review of various credit bureau products as they become available, assessing applicability to ATB business.
- Prepares estimated savings and review cost/benefit analysis for each proposed model to balance risk and return. Prepares financial optimization where applicable.
- Maintains knowledge of Account Origination, InfoHub, SAP, CRM and Loan Center databases and recommend enhancements to databases to support modelling needs.
- Mines large multi-disciplinary data sets including financial information, bureau records, structured sources (e.g., transactional data), and unstructured data to gain deep business knowledge and insights of embedded relationships and customer behaviors.
- Using SAS, perform champion/challenger comparisons to test new and proposed credit-scoring strategies to measure their impact prior to implementation.
- Supports project management process such as creation and review of technical documents, assist with test cases and participate in the implementation and detailed review models.
- Creates technical requirement documents for the models and maintain model documentation.
- Maintains a cross-training environment within the Scorecard group to ensure scorecard requirements can be maintained in periods of planned or unplanned absences.
- Communicates with business experts in development and review of models.
- Assists internal businesses in the ongoing management and monitoring of their scorecards and related strategies.
- Communicates technical subject matter clearly and concisely to individuals from various backgrounds.
As the ideal candidate you possess:
- Formal training in modelling techniques as well as economics, statistics and finance
- Experience and formal training in SAS and SQL
- Masters Degree in business or related field
- Extensive experience and training in analytical and statistical techniques and their application to credit risk
- Knowledge of Retail or Business lending
- Knowledge of Credit Scoring
- Knowledge of Loan Centre an asset
So what can ATB Financial offer you? Imagine paying less for your everyday banking, mortgages, loans and investments. Throw in an excellent benefits and pension package, opportunities for career advancement, and a financial institution that’s leading the way in change – now you’re talking about a career with a company that allows you to grow. As an award-winning employer-of-choice – we have the best of the best working for Albertans. Sound like a team you want to be a part of?
Advancement. Fun. Rewards… We get it.
Employment Type: Temporary
Location: Edmonton, AB, CA
Posted on: 2017-02-23