Senior Consultant at Elixir Web Solutions
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Assistant Manager/Manager - Credit Risk Model Development - Investment Banking (1-8 yrs)
We have openings with one of our investment banking client in Mumbai and Bangalore location for Credit risk model development profile
Job Description
- Data scientist with experience developing statistical/ machine learning algorithms to make operational performance improvements for business
- Responsible for Credit Risk Scoring projects including development & monitoring of risk scorecards for the credit card portfolio
Application Scorecard :
- Involve in developing a bureau match scorecard to screen credit card applicants in line with the risk appetite of business
Behaviour Scorecard :
- Develop a behaviour scorecard to assess the delinquency risk of our customers, based on their performance with us
- This helps us to identify customers to cross sell to. Further, it guides us in managing the credit limit that we have extended to them
Loss Reserving :
IFRS 9 | Regulatory Requirement
- Partnered with an external consultant to build an IFRS 9 model for estimating the quantum of Risk Adjusted reserves in line with regulatory requirement
Income Estimation Model
- Develop an income estimation model for applicants sourced through programs not requiring income proofs as a sourcing document
Techniques
- Logistic Regression
- Generalized Linear Models, GAM
- Splines
- Time Series Analysis
- Survival Analysis
- Decision Trees
- SAS
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