Credit Risk Analytics Role - Bank

Looking for Credit Risk professionals having 12+ yrs of relevant experience

Skill sets required - 

- Traditional Modelling - Must have hands on expertise in developing and managing scoring models

- Traditional Modeling techniques like Regression, Logistic Regression, Factor Analysis, Segmentation, Discriminant Analysis, Stochastic Process, Time Series

- Advanced Modelling Hands-on knowledge on using advanced machine learning technologies - SVM,GBM, RF, XG Boost

- Problem Solving - Ability to solve unstructured problems and generate insights that business can leverage

- Provide support in the management and efficient delivery against requirements set forth by internal Risk oversight group as well as external regulators

- Preferred - Traditional and Advanced Modelling (especially anyone who has experience on PD/LGD model)

- Tools and Platforms

- Proficient in SAS, SQL, R, Python and familiarity with Hadoop and related tools (Hive, Hue, Map-Reduce, Impala, etc.) preferred.

- In depth understanding of Good awareness of Risk Policies Card Underwriting, Line Assignment Card Authorizations, Line Managements

- Understanding of IFRS 9, BCBS standards and its implications in consumer credit risk and PD / LGD / EAD models

- Knowledge on Comprehensive Capital Analysis and Review (- CCAR- ) & Dodd-Frank Act Stress Testing (- DFAST- ) regulations

(Preferred) - Knowledge of IFRS9,BCBS,CCAR, Stress Testing