Credit Risk Manager - HLS

Equal Employment Opportunity RBS Citizens, N.A. is an equal opportunity and affirmative action employer. RBS Citizens, N.A. does not discriminate on the basis of race, color, religion, sex, age, national origin, physical or mental disability, sexual preference, gender identity or expression, or status as a special disabled veteran, Vietnam veteran, or other veteran of the United States Armed Forces, or any other protected characteristic. Pay,Benefits, & Work Schedule Hours per Week: 40 Work Schedule: Monday-Friday 8:00 am - 5:00 pm Qualifications An advanced degree (Master's or Ph.D.) in Economics, Finance, Mathematics or Statistics preferred 3-5+ in Credit Risk Management / Banking / Finance Knowledge of home equity and mortgage key concepts reflecting the credit lifecycle. Collateral experience a plus. Experience with different quantitative skills including advanced quantitative skills such as: Regression (e.g., Logistic), Decision Tree, loss forecasting, stress testing Knowledge of extracting data (SQL, Proc SQL, or MS Access) from relational databases a plus. Must be able to program in SAS Experience identifying and using economic data to determine effect of market conditions on risk, particularly in a changing economy. Demonstrated ability to think through a problem, conceptualize a framework, collaborate with SMEs, and arrive at an actionable solution. Actively involved in solution implementation and results monitoring. Collaborate with other departments, such as Underwriting and Compliance Strong oral, written, and presentation skills. Effectively communicate underlying business concepts as well as analytical methodology to diverse audiences Knowledge of Basel 2 and other banking regulations preferred. Responsibilities The Home Lending Solutions (HLS) Credit Risk Manager is responsible for developing an analytical framework related to residential lending home equity and first mortgage products. Analytics may include exploring impact of underwriting parameters, projecting portfolio losses, collateral analysis (AVMs, Home Price Appreciation), and early warning system of key metrics. All projects support business line objectives and policies, within the context of regulatory requirements and compliance. Incumbent will be responsible for the preparation of executive level presentations, resulting from analysis of credit risk trends, supporting proposals to Risk Governance bodies throughout the bank. This position will also provide independent validation of portfolio performance of credit policy results, specifying risk reporting design requirements for monitoring and tracking results. If interested, please apply online at http://track.jobviper.com/ViewJob.asp?id=554332-3-443 Search for this position with the Reference Code 343595 entered in the Job Requisition # section of your search. Job Title: Credit Risk Manager - HLS Company: Citizens Bank Location: Warwick Status: Full Time, Employee Job Category: Accounting/Finance/Insurance Company: Citizens Bank Reference Code: 343595