• Credit Policy Management: Own credit policy and underwriting strategy by defining the credit box, debt-to-income standards, loan amount and term assignment, and risk-based pricing tiers. Perform swap-set analysis and champion/challenger testing behind every credit expansion and model change
• Risk Analysis: Apply classification and regression trees and tree-ensemble methods (CART, random forest, gradient boosting) alongside traditional scorecard techniques to isolate materially different risk populations and determine where segment-level risk is significantly above expectations and profitability is below hurdle returns.
• Predictive Analytics & Modeling: Own end-to-end risk analysis and development of consumer credit models like application and custom scorecards, behavioral and account management models, PD/LGD, loss forecasting, and collections propensity. Own end to end development and deployment of such models. Integrate these models downstream in credit decisions.
• Risk Monitoring: Own portfolio surveillance (vintage curves, roll rates, KRIs against risk appetite), with defined thresholds that trigger credit or pricing actions. Run model performance monitoring (PSI, stability and calibration diagnostics, expected vs. actual by vintage) and report out on health of our models.
• Governance: Serve as first-line owner for documentation, validation response, remediation, and model inventory. Follow and enhance internal governance procedures and policies. Ensure all changes are well documented and can pass muster with internal Audit and external regulators. Ensure models and strategies hold up under ECOA/Regulation B, FCRA, UDAAP, fair lending review, and risk management expectations.
• Reach across the organization: Partner with Product, Data, Technology, Finance, Servicing/Collections, Second Line Risk, and Compliance; present to credit committee, senior leadership, validators, auditors, and examiners.