Barclays Bank PLC seeks a Decision Science Lead Analyst for its Long Island City, New York location.
Duties: Develop sophisticated statistical analyses to facilitate the development of effective strategies to drive growth and profitability of the credit card business. In collaboration with Decision Science Manager, lead projects to target and formulate solutions and ensure successful integration to meet performance requirements. Provide analytical expertise on project design and delivery, including score development, validation, monitoring, tracking and implementation. Collaborate with collection/recovery business strategy teams to design analytical tools for large data sets, and formulate strategies to fit business needs. Develop quantitative strategies for underwriting credit cards, managing credit risk, collecting, evaluating and selling debts. Develop statistical models, statistical analyses, optimization procedures, monitoring processes, data quality analyses, and score implementations supporting credit card business, including risk, collections, fraud, and marketing initiatives to facilitate compliance with Basel II regulatory requirements. Produce documentation to ensure replicability of results and to fulfill company governance requirements. Implement and validate models, and monitor model performance. Present quantitative models in peer review forum for review and approval. Conduct peer review of quantitative models built by analysts and participate in modeling forums.
Requirements: Master's degree in Statistics, Operations Research, Economics, Business Management or related quantitative field plus three (3) years of experience in offered position or a related modeling role supporting a credit cards or retail bank lending business. Prior work experience must include: developing predictive statistical models utilizing logistic regression models, Loss Given Default (LGD) regression models and SAS or SQL; developing statistical analyses, optimization procedures, data mining and data quality analyses; and monitoring model performance and validating model implementations. This position is eligible for incentives pursuant to Barclays Employee Referral Program. Barclays is an EEO/AA employer. Direct applicants only.
Barclays - 2 years ago