Senior Role - Credit Risk Modelling - BFSI Domain

You will be responsible for :

1.Designing, developing, implementing, and validating statistical models and segmentation for the bank's credit / debit card/auto/mortgage business

2.Perform data extraction, sampling, and statistical analysis/modeling using linear regression, logistic regression, time series analysis/forecasting, multivariate analysis (i.e. clustering analysis, principal component analysis, discriminate analysis, e.tc) and advanced data mining techniques

3.Partner with internal teams to implement models/segments/tools into system and to support business execution and/or analytics on revenue growth and loss control

As a successful candidate you should have:

1.Minimum 3+ years of relevant analytics/modeling experience or solid advanced academic researches. Financial industry experience, especially in credit card / debit card.

2.Strong analytical and problem solving skills with the ability to interpret complicated and large amounts of data with business insights

3.Experience in SAS and SQL in UNIX environment, database such as ORACLE/TERADATA

4.Master/ PhD in Statistics, Econometrics, Operations Research, Mathematics and Physics