AVP - Credit Risk Modelling - BFSI

Roles and Responsibilities

Looking for a Credit Risk Modeler with 9+ years of experience in developing credit risk scorecards (application, behavior, collections, etc. ) with strong expertise in Machine Learning Algorithms, and fluent in R/Python. Having prior team handling experience a plus.

Internal Description

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 and external data .

- 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 R/Python.

- Deploy machine learning models in production

Skills/Experience:

- At least have 9+ years of core risk modeling experience

- Excellent knowledge in R or Python

- 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

- Candidate must be from BFSI Industry/Consulting Companies.

We shall look for candidates who have masters degree in Masters degree in economics, statistics, operations research, mathematics. However, if a candidate is B-tech then also we shall consider him.