Auto req ID: 23166  
Title: Sr. Credit Risk Analyst  
Job Function: Risk Management  
Location: Remote 
Company: Harley-Davidson Financial Services  
Full or Part-Time: Full Time

Harley-Davidson Financial Services (HDFS), a wholly-owned subsidiary of Harley-Davidson, Inc., offers a wide range of financial products and services to motorcycle enthusiasts and Harley-Davidson dealerships. Products available to consumers include financing on motorcycles, MotorClothes™, and parts and accessories; cycle insurance; and extended service plans for Harley-Davidson® motorcycles.

You’ll play a pivotal role in helping us create the company we want to be. And for our employees and H-D community it’s done through being fair, honest, positive and creative. This isn’t just any company. And yours isn’t just any career. It’s part of your story. Ride with us and make it legendary.

We maximize employee flexibility and well-being through a virtual mindset that supports our highly distributed, global workforce. We take an outcome-focused, people-centered approach to winning, including welcoming the best talent - wherever they may be.

This remote role is not tightly linked to a physical location and provides flexibility in where, when and how you accomplish your work. Remote employees are expected to have a dedicated, quiet and distraction-free work space and an internet connection that’s sufficient for completing their job remotely.

Job Summary

Under limited supervision the Sr. Analyst Credit Risk will drive and maintain HDFS portfolio servicing strategies and credit loss forecasting analytics to promote continuous improvement towards achieving company profitability and loss objectives. This role will partner with operational/risk leadership to develop performance KPIs and incentive targets and measure Collection/Loss Mitigation strategy results as well as provide loss forecast projections and staff capacity planning support and liaison with Operations, Finance, Modeling, and Senior Leadership to ensure consistency of the forecast and variance/driver/overlay analysis.

Job Responsibilities

•    Develop/Support loss forecasting models and/ or projection for HDFS from a Credit Risk view during finance budget and capacity planning process to improve forecasting accuracy and productivity. Manage various monthly and quarterly reporting and forecasting analytics with commentary on overlays, variances, and drivers throughout different forecast cycles with Operations and FP & A collaboration and alignment.
•    Design, propose, implement, validate, and measure Collection/Loss Mitigation strategies and maintain strategy criteria in the production systems. Supports the structure and continuance of Champion/Challenger strategies. Develop pro-forma to model projected impact of various treatments and lead changes determined by cost and benefit analysis - to improve account resolution, customer contacts, and recovery KPIs.
•    Provides Senior Management team with periodic updates on portfolio strategies’ effectiveness, analyze results to identify and propose enhancement and compare industry trends through benchmarking efforts.
•    Serve as the Risk Management SME that improves portfolio performance and partner with transformation team, Operations, Data Science, BI/IT, Project management office to optimize business rules/logics and scoring models used for servicing strategies into the technical development of the decision system platform, identify implementation risks/issues, and create mitigation resolutions.
•    Leverage predictive and data mining tools including but not limited to Alteryx/SQL/SAS, Python, R to conduct statistical and non-statistical studies for business problem solving in HDFS portfolio management.
•    Use strong written and oral communication skills to create and present data-supported, actionable recommendations of business benefits of data-driven analyses, models, and other technical recommendations to both peers and senior management. 

Education Requirements

Bachelor's Degree Preferred

Education Specifications

Bachelor’s Degree in Computer Science, Engineering, Statistics, Mathematics, Economics, Finance, or a quantitative related discipline is required. Experience equivalency may be considered if STEM degree is not available. Advanced degree preferred.

Experience Requirements

Required
•    3+ years financial services experience in a quantitative role, preferably in Portfolio Management, Risk Management, Business Analysis, Operations or Technology Transformation focused role.
•    3+ years of prior work with relational databases and working knowledge with data/analytical tools such as Alteryx/SQL/SAS, Python, R or similar applications to be self-sufficient to integrate data from various sources and conduct descriptive and predictive studies.
•    Proficient in Microsoft Office product with an emphasis on MS Excel.
•    Strong knowledge of statistical and analytical methodologies and problem-solving skills with the ability to think logically and effectively utilize analytical software/techniques to develop and execute effective solutions.
•    Attention to details and numbers with a big picture view to quickly grasp and understand complexity, problems, impacts, and concepts.
•    Demonstrated ability to take the initiative and achieve results in a fast-paced and changing environment.
•    Consistently demonstrates clear and concise written and verbal communication skills -the ability to achieve positive outcomes through influence.
•    Proven contributor in a team environment with the demonstrated ability to interact effectively with all levels of staff. 
•    Creative thinker, problem-solver.

Preferred
•    5+ years of experience as a Credit Risk Analyst, Decision System Analyst, Business Rules Developer in Portfolio Management, Quantitative Modeling, Risk Management /Decision Analytics team in financial services institutions.
•    Experience in consumer credit loss analytics and/or modeling, delinquency roll rate analysis, budgeting, forecasting, time series study, collaboration with FP & A is a plus. 
•    Experience with analytical/data/ETL environment conversion, for example, switching analytical platform from SAS/SQL to Alteryx or R/Python is preferred.
•    Experience with designing and implementing champion challenger (A/B test) strategies in Collections/Loss Mitigations is preferred. 

Harley-Davidson is an equal opportunity employer that continues to build a culture of inclusion, belonging and equity through our commitment to attracting and retaining diverse talent from all backgrounds, without regard to race, color, religion, sex, sexual orientation, national origin, gender identity, age, disability, veteran status or any other characteristic protected by law. We believe in fairness and providing a level playing field for all. We foster a culture that thrives on diverse perspectives and contributions to ignite the creativity and innovation to fuel our business and enhance the employee and customer experience.

The pay range shown represents the national average pay range for this role. Your pay may be more or less than the stated range and is dependent on your geographic location and level of experience.

We offer an inclusive compensation package for all full-time salaried employees including, but not limited to, annual bonus programs, health insurance benefits, a 401k program, onsite fitness centers and employee stores, employee discounts on products and accessories, and more. Learn more about Harley-Davidson here.

 
Applicants must be currently authorized to work in the United States.

 Direct Reports: No 
Travel Required: 0 - 10% 
Pay Range: $69,000 - $130,000 
Visa Sponsorship: This position is not eligible for visa sponsorship 
Relocation: This position is not eligible for relocation assistance 

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