Credit Risk Modeller - Decision Sciences - SAS

Job Description

Seasoned Credit Risk Modeller for Decision sciences team of Valiance Solutions.

- Develop, maintain and optimize statistical models for various risk scenarios. Some of the models

- Credit Default Model

- Credit Scorecards

- Loss Given Default

- Basel Modelling

- Lead and manage team of Business Analysts in successful delivery of analytics projects.

- Managing client satisfaction, feedback process, managing/tracking workflow

- Drawing actionable recommendations from data for senior management.

Desired Skills & Experience

- 4 year Bachelor’s or Master’s degree from reputed University with concentration on marketing, finance, economics or other quantitative field such as statistics or engineering.

- 2-4 years of experience in advance analytics within banking sector.

- Have extensive analytical/statistical knowledge such as modelling, cluster analysis, Logistic regression, neural networks, Linear regression, time series forecasting, Random Forest.

- Good theoretical and practical knowledge of tools SAS, R, SPSS, SQL, VBA etc

- Ability to comprehend intricate and diverse range of business problems and analyze them with limited or complex data and provide a feasible solution framework.

- Understanding of Credit Risk concepts in financial services domain.

- Experience in Credit Risk Modelling including knowledge of variables involved.

The position offers a unique opportunity to be part of a small fast-paced, challenging, and entrepreneurial environment with a high degree of individual responsibility. Significant opportunities for professional development exist, as we continue to grow.