United States onlyWe take pride in fostering a dynamic workplace culture that values collaboration, innovation, and mutual support. Our team of 100 is spread between a NYC headquarters, a Wilmington office, and fully remote staff across the country. Last year, we were selected for Built In Startups to Watch and Forbes' Best Startup Employers.
What You'll do:
- Develop reports to monitor our acquisition, portfolio, and collection performance related to consumer credit risk, fraud risk, lease amount, term, channel, and other important metrics across the account lifecycle.
- Merge complex data sources such as Bureau information, alternative data, consumer behavior, the macro environment, and internal portfolio performance metrics to capture a holistic view of portfolios and drive decisions accordingly.
- Leverage analytical tools (Python/R, SQL, etc.) to perform statistical and decision-tree analyses to identify root causes and potential business opportunities.
- Work with your manager to create summaries, presentations, and process documents to display results.
- Partner with the technology team to ensure timely and quality implementation with diligent test validation.
- Track and monitor existing risk strategies to improve financial performance, as well as enhance the experience for both customers and merchants.
Qualifications:
- Master’s degree in a quantitative discipline such as Statistics, Operations Research, Economics, Engineering, Data Science, or any other STEM major.
- 2+ years of prior risk strategy development experience in the LTO industry, or consumer financial lending industry.
- Experience utilizing Python/SQL for conducting statistical analysis and creating pivot tables.
Preferred Qualifications:
- Familiarity with decision-tree analysis tools such as Knowledge Seeker.
- Proficiency in other analytical/programming languages is a plus.
Argentina only