Sr. Quantitative Modeler

Hyundai Capital America•Irvine, CA

8d•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:
Associate / Sr. Associate: $350
Manager / Sr. Manager: $600
Director: $800
Executive Director: $900
VP or Above: $1,000
100%25 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