Job Summary

Responsible for developing and implementing statistical methodologies that allow the detection and analysis of credit origination risk with the objective of measuring, monitoring, limiting and reporting as well as projecting the credit risks faced by the entity at the time of credit granting. Creation and application of strategies that optimize credit granting in terms of credit and operational risk. Responsible for implementing and ensuring the correct application of credit risk policies at the time of granting, as well as the management, control and optimization of the decision engine

Job Responsibilities

-Manage and develop strategies in the decision engine. As well as the correct application of credit risk policies.    
- Develop, implement and calibrate Origination Score models in traditional and advanced methodologies (machine learning & deep learning).                   
- Develop, implement and calibrate Fraud Score models with AI methodology.   
- Combine these models with new digital tools or the AI for better efficiency and decrease of estimation errors of existing models                                              
- Monitor, analyze, monitor and limit risk in credit origination according to the NRFM Risk Framework.                                                                                                
- Implement champion challenger strategies for the different models generated in order to improve their performance and increase the approval rate and/or decrease risk (risk optimization).   - Implement and develop risk-based pricing strategies.                                                                            
- Report to the internal and global risk committee on deviations or opportunities in the credit risk process in the credit granting process.                               
- Oversee the correct application of credit risk policies in the credit granting process.   

Job Knowledge and Skills:

- Soft Skills: Quantitative skills, analytical, results and detail-oriented, team player, problem-solving skills, responsible, proactive. 
- Hard Skills: Office: Excel, Word, PowerPoint, statistical software such as R, Python, knowledge of machine learning techniques (supervised and unsupervised) and regression analysis (time series, logistic regression, etc), SQL, Tableau, creation of credit origination models, Snowflake (desirable).                                                                               
- Languages: English advanced level                                                         
 

Years of Experience:

 Experience: 3 to 4 years of experience in similar positions; risk assessment, modeling, risk management.   

Education

-Bachelor's degree in Actuarial Science, Applied Mathematics, Economics, Data Science. Degree and license mandatory.

-Master's degree desirable     

Specific Course/Certifications

AI models, statistics and probability in credit risk management

-Nissan (NMEX,NEdM, NRFS, NRFM y ANZEN) realiza contrataciones con base al cumplimiento del perfil de puesto en la vacante, sin distinción ni discriminación por género, identidad y/o expresión de género, orientación sexual, raza, color, idioma, religión, opinión política o de cualquier otra índole, origen nacional o social, posición económica, nacimiento o cualquier otra condición.

-Nissan (NMEX,NEdM, NRFS, NRFM and ANZEN) hires based on the fulfillment of the job profile in the vacancy, without distinction or discrimination based on gender, gender identity and/or expression, sexual orientation, race, color, language, religion, political or any other opinion, national or social origin, economic position, birth or any other condition.

-By applying for the advertised position, candidates acknowledge that Nissan Mexicana and its subsidiaries reserve the right to conduct a public conduct search due to the sensitive nature of the assets and information involved in the role. This includes, but is not limited to, proprietary information, financial data, and other assets requiring safeguarding. Nissan Mexicana and its subsidiaries assure confidentiality and compliance with all legal requirements regarding the use of such information. By applying for this position, you are consenting to this check.