Analytics Lead

5 days ago


New York, New York, United States Ashton Lane Group, Inc Full time
Ashton Lane Group, Inc. is seeking an experienced Analytics Lead - Credit Solutions to support the warehouse lending & asset-backed credit modeling and analytics team for a large US investment bank. The estimated annual salary for this position is $160,000 - $220,000. In this role, you will be responsible for leading the credit loss modelling coverage for structured / asset-based lending portfolio, for both stress test and CECL. Key responsibilities include developing and maintaining performance of Credit Risk and Stress Testing models for the lending portfolio with broader credit analytics coverage as needed. Other key tasks include participating in research, development, and implementation of credit risk models, providing econometric analyses to support methodology development, performing back-tests, stress-tests, scenario analyses and sensitivity studies, and developing data analyses for various purposes. You will also oversee the work of analysts and participate in recruitment, training and development of junior members of the team.

To be successful in this role, you will need to have extensive experience in a quantitative research group at a commercial bank, investment bank, or consulting firm. You should possess advanced statistical skills especially in hypothesis testing, regression, and discriminant analyses. A thorough knowledge of statistics and an internal drive to challenge and improve models with quantitative methods is essential. Familiarity with statistical packages (e.g., MATLAB, or R) is also required.

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