Loss Forecasting Modeler Back to Results | All Jobs at this Company | Print Job | Email Job 


Company Name: Smith Hanley Consulting Group
Job Reference ID:
Date:
 QNTSHCGTXIC67133
11/14/09 		Type:
Categories:
 contract
Analytics, SAS, Statistics
Location:


Link to Home Page: 		Des Moines
IA-US
click here to visit 		Experience:
Pay:
Bonus Range:
 1+ to 2 years
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Job Description

Loss Forecasting Modeler


Smith Hanley, a leader in the specialized recruiting services organization for over 30 years, currently has an opportunity available for a Loss Forecasting Modeler.  We focus on providing staffing solutions by matching high-quality professionals with rewarding positions across multiple areas of Information Technology. Our specialties include contract staffing, strategic resource groups, and outsourcing solutions.


Large financial company in the Mid-West is looking for a statistical analyst that will be able to handle their own data in SAS, as well as, have good loss forecasting skills. Consultant will need strong roll rate modeling background and be able to work with large amounts of data within a variety of loan portfolios. Strong Excel skills are necessity along with corporate experience in financial forecasting.  



Benefits available:

  • Competitive salaries
  • Multiple medical / dental plans
  • Long term disability
  • 401k savings plan
  • Company Paid Life Insurance
  • Long term Disability


Job Requirements


  • Strong SAS experience a must and if they have Enterprise Miner that is a bonus.
  • Must have logistic model experience (both predictive and regression).
  • Consultant will need to participate in the financial forecasting process of numerous verticals.
  • Professional will prepare highly detailed short and long range financial reports as well as analyze actual financial data to explain variances, identify trends and call attention to operational issues that need to be addressed to improve performance.
  • Must be familiar with time series analysis and can project losses and market trends.
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