Quantitative Analytics Lead - OneMain Holdings : Job Details

Develop and implement portfolio loss forecasting and CECL models for the auto finance portfolio - Conduct ongoing monitoring and reporting related to existing models and identify potential model enhancements as needed - Generate model output and analysis summaries and present to senior management - Produce model methodology and performance documentation for internal/external audit partners - Continually enhance existing processes and reporting through automation, quality control, and analytical insights - Partner with business and credit risk leaders within auto finance to ensure loss forecasts are aligned with latest strategic initiatives - Understand the data environment to appropriately prioritize and set expectations for key reporting, modeling, and analytical priorities. Requirements - Bachelors Degree in a quantitative discipline (Engineering, Statistics, Economics, Biostatistics, Physics, or Computer Science). Masters/ PhD preferred. - 3 years of experience in a consumer lendi...Analytics, Quantitative, Lead, Forecasting, Business Services