Director, Credit Risk Modelling
Neo Financial
- Calgary, AB
- Permanent
- Full-time
- LinkedIn’s Top Startup in Canada for 2022 and 2023
- Top-ranked mobile apps and credit cards
- Canada’s top-rated credit card
- Team of 700+ people
- 1M+ customers in 3 years
- 11K+ retail partners
- Plan, execute and report model validations; assess the quality of model data, and monitor the model performance
- Own the creation of risk strategies to effectively manage the lending portfolio and ensuring alignment with Neo’s business objectives
- Connect the dots between technical issues and risk contexts by demonstrating a deep understanding of the risk landscape and the ability to effectively manage conflicts while providing valuable insights.
- Develop and enhance credit risk policies and strategies using data analytics and statistical modeling
- Develop team’s capabilities to actively monitor performance and identify trends to enable strategic business decisions
- Provide leadership on the analysis risk profiles across the credit lifecycle, leveraging advanced analytics and machine learning to best identify exposure/opportunities
- Manage and support cross functional initiatives to ensure projects have adequate credit risk representation
- Drive continuous improvement to ensure credit risk strategies are effective and aligned
- Investigate and implement credit risk management tools and technologies that will both enhance and enable the team’s analytical capabilities
- Lead the development of business cases to enhance credit risk management performance
- Collaborate with key stakeholders across the organization to integrate foundational risk practices
- You have 8+ years experience within credit risk management and a proven track record of developing and deploying credit risk models to drive critical business value
- You bring advanced knowledge of SQL, R and Python, and Solid knowledge of common practices in credit risk modeling, including expected loss (PD, LGD, EAD) methodologies
- You have experience building and deploying consumer retail credit models to enable adjudication, account management and collections strategies.
- You bring 5+ years of experience in leading risk management teams
- You have a post-Secondary education in a quantitative field preferred (Statistics, Mathematics, Economics, Business Administration, Computer Science, etc)
- You think strategically with the ability to see the big picture may be affected by risk strategies
- You have strong verbal and written communication skills with the ability to adapt communication to different audiences including senior management
- You proactively seek to improve processes, raising quality and productivity through efficiencies or by implementing best-in-class solutions
- You are data-driven; eager to understand the numbers and provide meaningful insights
- You take a collaborative approach and with the ability to engage purposely with stakeholders
- You have experience in a fast-paced environment where competing priorities, uncertain outcomes and iteration is the norm