Key Account Leader - Recruitment at Contactx Resource Management
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Credit Risk Analytics Role - BFSI (3-12 yrs)
Responsibilities :
- Work across risk and regulatory modeling and data analytics projects
- Development, re-development and calibration of risk and regulatory models, including but not limited to credit decision scorecards, fraud and AML models, Basel IRB - PD, LGD, EAD, Stress Testing and IFRS 9/CECL models
- Model monitoring and implementation support
- Development of modeling strategies for automated decision making
- Develop and support the reports to be shared with senior management at the desired frequencies
- Excellent knowledge of various statistical techniques and proven skill in statistical modeling (Regression, Logistic Regression, Time series, Clustering, CHAID/Classification trees Etc.)
- Data and quantitative analysis to support modeling decisions
- Detailing model techniques and interpretation of variables used in the models be documented and presented to client Stakeholders
- Validation for the source data quality, forecast data quality as well as change management
- In addition to working on model development, the candidates would be required to present their analysis and model results to senior stakeholders in the client organization
Qualifications we seek in you :
Minimum qualifications :
- Experience in BFS analytics, experience in credit risk analytics and modeling (Regression, Time Series, Survival Models, Markov TPM, scorecards etc.)
- Good client management and communication/presentation skills - written & verbal
- Master's degree in quant discipline - Statistics/Economics/Finance/Mathematics
- Ambitious, proactive, - can-do- attitude. Ability to work under ambiguity and with minimal direct supervision.
- Expertise in SAS and SQL
- Working knowledge of Python
- Hands-on experience in Machine Learning (XGBoost, Neural Network, Deep Learning) modeling is a plus
- Ability to work independently without significant much supervision
- Good to know development of benchmark ML models using different techniques
Preferred qualifications :
- Excellent Communication skills
- Self-motivated and execution oriented
- Ability to learn very quickly and identify improvement opportunities - high energy and self-starting individual
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