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Team Lead - HR at Affine Analytics Pvt Ltd
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Risk Modeling - PD/LGD/EAD Model - BFSI (1-6 yrs)
RESPONSIBILITIES:
- Design and development of Basel models, scorecards / decision support models.
- Responsibility for consultation with customers in relation to scorecard design and implementation.
- Provide general consultancy to support customers in their on-going use of credit scores and their generation and interpretation of scorecard monitoring reports.
- Scorecard development, statistical analysis and ad-hoc analysis
- Appropriate management of time
Experience/Qualifications :
- Masters or Bachelors in Mathematics, Statistics, Physics, Engineering or similar technical field.
- Experience with various modeling methodologies in a development role.
- 1+ years of default modeling or scorecard development experience preferred.
- Strong communication skills
RELEVANT SKILLS / EXPERIENCE:
- Experience building PD / LGD / EAD models
- Scoring technology and methodologies
- Hands on Scorecard Model building would be preferred
- SAS
- Advanced statistical methods and quantitative analysis;
- Statistical tools and programs.
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