American Express Manager/Senior Manager Credit Risk Modeling in New York, New York

This person is expected to work on Credit Risk Modeling and is responsible for: * Development of modeling framework to meet the new credit reserve standards set by the Financial Accounting and Standards Boards (FASB) and the International Accounting Standards Boards (IASB). * Development and enhancement of loss forecasting models for credit and charge card portfolios. * Perform quantitative analysis to evaluate multiple alternatives to generate insights and derive recommendations. * Ongoing performance tracking of loss forecasting models and variance analysis of credit reserve levels. * Development of business requirements and collaboration with technology partners for model implementation.

  • Previous model development experience is desirable.
  • Strong analytical and data analysis (SAS, SQL) skills.
  • Ability to apply advanced statistical and/or other quantitative techniques to solve business problems.
  • Good written and oral communication skills.
  • Ability to articulate complex theories, concepts, methodology and findings.
  • Self motivated and with a sense of urgency.
  • Willingness to work in a team environment and to cooperate with multiple partners.
  • Graduate degree in Statistics, Econometrics or closely related fields required Depending on factors such as business unit requirements, the nature of the position, cost and applicable laws, American Express may provide visa sponsorship for certain positions.

Job Risk

Title: Manager/Senior Manager Credit Risk Modeling

Location: New York-New York

Requisition ID: 17012148