Credit Risk Modeler

Responsibilities

• Develop and validate credit risk models
• Enhance the usage of Artificial Intelligence / ML and transform into more efficient solutions.
• Using GCP, SAS, R, Python, for model building and model validation
• Continual enhancement of statistical techniques and their applications in solving business objectives
• Compile and analyze the results from modeling output and translate into actionable insights
• Prepare PowerPoint presentations and document preparation for the entire credit risk modeling process
• Collaborate, Support, Advise and Guide in development of the models
• Acquire and share deep knowledge of data utilized by the team and its business partners
• Participate in global conference calls and meetings as needed and manage multiple customer interfaces
• Execute analytics special studies and ad hoc analyses
• Evaluate new tools and technologies to improve analytical processes
• Set own priorities and timelines to accomplish projects (accountability for project deliverables)
  

Qualifications

• Masters in Finance, Financial Engineering, Analytics or Mathematics, Computer Science, Statistics, Industrial Engineering, Operations research, or related field.
• Good understanding of Probability of Default (PD), LGD and EAD modeling technique.
• Proven hand-on experience in Artificial Intelligence and extensive experience in GCP .
• Very good understanding of Predictive modeling techniques and their application.
• Knowledge of Credit life cycle
• Statistics and machine learning techniques.
• Conducted and applied statistical methodologies including linear regression, logistic regression, ANOVA/ANCOVA, CHAID/CART, cluster analysis
• Team player and collaboration skills.
• Programming skills in GCP, R, SAS, and PYTHON.
• Fluency with Excel, PowerPoint and Word
• Strong written and oral presentation / communication skills – must have the ability to convey complex information simply and clearly
• Experience with developing and implementing cloud based analytical solutions in GCP or similar set up.
• Masters in Mathematics/Statistics/Economics/Engineering or any other related discipline or a track record of performance that demonstrate this ability
• Practical applications of mathematical modeling and Artificial Intelligence