of complex mathematical models including credit origination & customer
behavior scorecards. Lead development of underlying
assumptions, theory, empirical evidence, & conceptual soundness of statistical & mathematical models. Ensure modeling projects are
conducted in accordance w/
policies & generally-accepted
mathematical modeling practices. Take lead role in model validation & documentation of models in
accordance w/ internal
policies & U.S. Federal Reserve
regulations (SR 11-07). Provide strategic guidance for & evaluation of employees.
Assess department procedures
for accuracy & completeness. Req's: Master's degree in Mathematical Finance, plus one yr of exp in the position offered or Loss Forecasting Analyst. All req'd exp must have included developing & implementing loss forecasting models for nonprime auto lender; utilizing data mining & statistical techniques to
analyze loss-related events, including gross losses,
repossessions, bankruptcies, & first payment defaults; & supporting model validation and documentation of
models in accordance w/
U.S. Federal Reserve regulations (SR 11-07). Mail resume to: Christina Stout, Santander Consumer USA Inc., 1601 Elm St, Dallas, TX 75201.