onsite
Quantitative Analytics Manager - Model Risk Management - OneMain Financial
Software Engineer
Lead and enhance a Model Risk Management program for a diverse consumer credit portfolio, driving regulatory alignment and robust model validation using Python, R, and SQL.
About the role
Key Responsibilities
- Develop and maintain model risk frameworks aligned with SR 11‑7 and OCC supervisory expectations.
- Lead model validation activities across personal loans, credit cards, automotive, and point‑of‑sale lending portfolios.
- Collaborate with data science, credit, and risk teams to assess model performance, documentation, and governance.
- Implement automated testing and monitoring pipelines using Python and SQL to ensure model integrity.
- Prepare regulatory reports and support audit engagements, translating complex findings into actionable insights.
Requirements
- Bachelor’s degree in Statistics, Mathematics, Finance, or related field; advanced degree preferred.
- 5+ years of experience in model risk management, model validation, or quantitative analytics.
- Proficiency in Python, R, and SQL for data manipulation, statistical analysis, and automation.
- Strong understanding of regulatory frameworks (SR 11‑7, OCC guidance) and risk modeling best practices.
- Excellent communication skills, with the ability to present technical concepts to non‑technical stakeholders.