Supports the corporate Risk Management Team in quantifying, analyzing, and mitigating asset risks, focusing primarily on quantitative insurance modeling.
Responsibilities
Assists in review of contracts related to insurance requirements
Assists in the preparation of insurance applications
Maintains and issues certificates of insurance, self-insured letters, auto identification cards and surety bonds
Coordinates loss control projects with other business units
Lead complex initiatives related to business analysis and modeling for credit risk analytics, strategy and loss forecasting within Wells Fargo’s Retail products.
Responsibilities
Lead complex initiatives related to business analysis and modeling
Perform complex analysis to extract data for statistical and financial modeling
Manage roll out of pilot programs
Make decisions in complex product strategies, data modeling, and risk exposure
Monitor unsecured lending portfolio performance across acquisition, customer lifecycle, delinquency, loss, recovery, and profitability dimensions.
Develop and analyze MOB (Months on Book) and vintage curves to assess portfolio behavior, seasoning effects, stabilization patterns, and emerging risk trends.
Evaluate key portfolio risk metrics, including delinquency rates, roll rates, flow rates, cure rates, bucket migration, NPA formation, write-offs, recoveries, and cost of risk.
Perform detailed portfolio segmentation and deep-dive analyses across customer, channel, geography, employer category, score band, salary segment, and vintage cohorts.
Monitor application and behavioral scorecards using metrics such as bad rates, Gini, KS, lift, PSI, calibration, score migration, overrides, and cut-off performance.
Requirements
Bachelor's Degree in Statistics, Mathematics, Economics, Finance, Engineering, Data Science, Computer Science, or a related quantitative discipline
Lead risk strategy and portfolio lifecycle management for a high-growth consumer financial product within Amazon Payments.
Responsibilities
Design and maintain end-to-end origination policy, including score cutoffs, decision trees, income verification rules, initial line assignment, and segment-level pricing, then lead periodic calibration of each component.
Own the portfolio lifecycle strategy by defining proactive and reactive line adjustments, transactional authorization rules, and preventive treatments for early-stage delinquent accounts before they enter collections.
Build and execute the champion/challenger testing program for origination, including test cell design, sample sizing, maturation windows, swap-in/swap-out analysis, and reject inference that feeds the modeling team.
Monitor the full origination funnel and portfolio health through vintage analysis, roll rates, transition matrices, and 12-to-24-month loss and balance forecasts, reconciling monthly against actuals and escalating early warning signals to financial and risk committees.
Partner with legal, regulatory, finance, and technology teams to interpret applicable laws and business policies, represent financial risk programs to senior leaders and external auditors, and align risk reduction strategies with the broader organizational framework.
Requirements
Bachelor's degree in business administration, finance, economics, computer science, data science, engineering, or other related field
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