Southeast Toyota Finance (SETF) is looking to develop solutions that drive improved efficiency and quantify portfolio performance in credit risk, residual risk, collection, and recovery.
Requirements
- Experience in using Python, SAS, R, or any comparable statistical or data extraction software is preferred.
- Experience managing advanced modeling projects and collaborating well with other team members.
- Ability to effectively operate with multiple priorities and changing directives.
- Must be a highly detailed process-driven individual who demonstrates success at building trust and influence while driving for results with and through people.
- Work on end-to-end modeling processes, including data procurement, model estimation, implementation and deployment, and monitoring and testing.
- Develop and/or enhance advanced reporting solutions: portfolio reporting, portfolio stability reports, and model monitoring.
- Use advanced AI in new areas of the business.
Responsibilities
- Work on advanced analytics projects to produce statistically sound operational, portfolio, behavior, and recovery models that drive actionable/implementable results under aggressive deadlines.
- Quantify and communicate the credit and residual loss exposure on SETF’s retail and lease portfolios incorporating different economic scenarios and seasonal trends for budgeting and reserve purposes, including CECL models and forecasts.
- Develop and implement residual value models to determine accurate residual values for leased vehicles.
- Develop operational models to help quantify and control risk while increasing efficiency/automation. This includes developing, monitoring, and deploying origination and collection scorecards and strategies.
- Develop advanced machine learning and statistical models to solve complex business challenges.
- Communicate model results to stakeholders.
- Contribute to feature engineering strategies to enhance model performance.
Other
- A Master’s or Ph.D degree in statistics, data science, operations research, mathematics and/or other quantitative analysis is required
- 5+ years of financial, credit risk, and analytics resource management; indirect automotive lending experience and/or consumer lending preferred.
- Strong interpersonal and communication skills (verbal and written)
- Ability to diplomatically communicate findings across departments and to upper management.
- Self-motivated with the ability to anticipate department needs, discern work priorities, and meet deadlines.
