Senior Manager- Credit Modeling

Talent Hired-the Job Store

6 - 11 years

14 - 24 Lacs

gurugram

Posted:4 hours ago| Platform:

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Skills Required

credit risk modelling predictive modeling sas risk analytics statistical modeling credit risk risk modeling scorecard modeling python

Work Mode

Work from Office

Job Type

Full Time

Job Description

Looking for a Credit Risk Modeler with 4+ years of experience in developing credit risk scorecards (application, behavior, collections, etc.) with strong expertise in Machine Learning Algorithms, Sql query and fluent in PySpark /Python. Proven ability to work proactively and independently to drive results

Responsibilities:

Develop end to end Credit Risk scorecards ranging from applications to collections scorecard.
Process Credit Bureau data as relevant for the specific scorecard at hand.
Prepare modeling data using both internal databases and external data.
Excellent SQL query skills
Monitor models in production. Report model performance and validity statistics.
Interact with model governance team on model build and model monitoring.
Recalibrate specific models as per need.
Develop machine learning models (Random Forest, XG Boost, etc.) using PySpark/Python
Deploy machine learning models in production

Skills/Experience:

At least have 4+ years of core risk modeling experience
Excellent knowledge in PySpark, Python, SQL etc
A good understanding of Credit Bureau data is required•
Must have the ability to work effectively within a team and be flexible to work on multiple projects•
Self-starter, with demonstrable ability to work proactively and independently to drive results•
Strong analytical and problem-solving skills

Academic Qualifications:

B. Tech or Masters degree in economics, statistics, operations research, mathematics, engineering, business, or related field with a strong quantitative emphasis

Role & responsibilities

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