Sr. Quantitative Modeler

Hyundai Capital • Irvine, CA

7d • Hybrid

About The Position

The Sr. Quantitative Modeler will act as a lead modeler in the research and development of predictive quantitative models and delivering model-related analytic support. This position provides technical and methodological leadership and expertise for the application of advanced analytic methods and techniques in the business environment.

Requirements

• Minimum 8 years predictive modeling experience with focus on credit risk, credit bureau data, regulatory requirements, market trends including 5 years within the financial and auto industry.
• Master’s degree in quantitative fields such as Statistics, Data Science, Economics, Econometrics, Mathematics.
• Deep understanding of statistical and data science, theoretical foundations and techniques, such as generalized regression, survival analysis, sampling design, hypothesis testing, stochastic processes etc.
• Proficiency in Machine Learning algorithms and models, and familiarity with Artificial Intelligence approaches and platforms.
• Financial and auto industry knowledge, including credit risk, credit bureau data, regulatory requirements, market trends.
• Ability to translate abstract statistical concepts and analytic results into actionable business insights.
• Proficiency in statistical programming utilizing SAS, Python, R or other related software and platforms.
• Strong communication and collaboration skills.
• Attention to detail and timelines.

Nice To Haves

• Ph.D. preferred.

Responsibilities

• Lead the design and development of predictive models and provide analytic solutions to support business functions including model implementation and monitoring.
• Maintain model production processes and perform additional analysis as needed to support business functions across HCA.
• Partner with internal and external auditors, model validation, legal and compliance, accounting, and other stakeholders to ensure regulatory compliance and adherence to internal policies.
• Partner with IT, data engineering and EDW teams to validate and improve data quality.

Benefits

• Medical, dental, and vision plans with no-cost and low-cost options
• Annual employer HSA contribution
• 401(k) matching and immediate vesting
• Vehicle purchase and lease discounts, plus monthly vehicle allowances by job level: o Associate / Sr. Associate\: $350 o Manager / Sr. Manager\: $600 o Director\: $800 o Executive Director\: $900 o VP or Above\: $1,000
• 100% employer-paid life and disability insurance
• No-cost health and wellbeing programs, including a gym benefit
• Six weeks of paid parental leave
• Paid Volunteer Time Off, plus a company donation to a charity of your choice

What This Job Offers

• Job Type: Full-time
• Career Level: Senior