Associate, Risk Modelling

Hyundai Capital America

  • Toronto, ON
  • Permanent
  • Temps-plein
  • Il y a 7 jours
Who We Are: Hyundai Capital Canada (HCCA) is the Canadian captive finance business for Hyundai Motor Group. We go to market under the service brands Hyundai Motor Finance, Kia Finance, and Genesis Finance. Through a network of over 450 Hyundai and Kia dealerships nationwide, we provide indirect vehicle financing and leasing solutions to consumers and commercial customers.Employee Value Prop and Culture: Our employees contribute every day to a culture that is fast-paced, dynamic, energized, agile, and collaborative. From our various employee programs to the unique design of our offices, we strive to foster a connected, fun, positive, and rewarding company culture where employees feel appreciated for their contributions, proud of their company, and passionately invested in HCCA's success.Global One Company: Many countries. One identity. Hyundai Capital has offices across the world, including South Korea, the United States, China, the United Kingdom, Germany, and Brazil. Our work environments are designed with specific themes in mind to achieve a consistent global identity that reflects our values: simplicity, collaboration, elements of nature, and symmetry.Position Details: This role supports the development, maintenance, validation, and governance of all Risk models at HCCA including, but not limited to, expected credit loss, significant increase in credit risk (SICR), origination scorecard, and residual value models. They will liaise with the Model Development and Model Governance teams to ensure all models are properly validated, governed, and compliant. They will also be a critical part of the overall strategy for enhancing HCCA’s in-house modelling capabilities.Duties and Responsibilities:1. Model Development
  • Develop, enhance, and replace risk models using analytics, ML, and AI.
  • Deploy models in areas such as credit risk forecasting, residual value, pricing, and ROA assumptions.
  • Prepare documentation, secure governance approval, and share best practices with HCA.
2. Allowance for Loan & Lease Losses (ALLL)
  • Analyze monthly movements and forecast outputs; review PD, LGD, Prepayment, and ECL models quarterly.
  • Collaborate with auditors and governance teams to ensure compliance, back-testing, and validation.
  • Perform data checks, recalibrations, and updates to maintain accuracy.
3. Origination Scorecard Management
  • Monitor lease and loan scorecards, set thresholds, and validate performance quarterly.
  • Manage recalibrations or redevelopment with vendors, ensuring quality outputs.
  • Support integration into LOS and maintain documentation.
4. Other Projects & Analysis
  • Provide ad hoc risk analysis and cross-functional project support.
  • Stay current with accounting standards, industry practices, and macroeconomic trends impacting models.
QualificationsWork Experience:
  • 2+ years of predictive modelling experience in the financial services industry.
  • Risk management experience highly preferred.
Education & Certification:
  • Bachelor’s degree in Statistics, Mathematics, Business Administration, Economics, Operations Research, Computer Science, or a related quantitative field.
Knowledge, Skills, & Abilities:
  • Strong understanding of statistical modelling techniques (e.g., generalized linear models, logistic regression).
  • Proficiency in Python, SAS, SQL, Excel, Word, PowerPoint, and relational databases.
  • Experience with machine learning models preferred.
  • Ability to follow instructions, produce documentation, and prepare reports.
  • Strong presentation and communication skills with the ability to explain complex data succinctly.
  • Demonstrated ability to manage multiple priorities, show initiative, and deliver results.
  • Knowledge of IFRS 9, credit loss methodologies, and scorecard techniques preferred.
Hyundai Capital Canada Inc. is committed to acknowledging applications from people with disabilities. Accommodations are available on request for candidates taking part in all aspects of the selection process.

Hyundai Capital America