Credit Risk Analytics Role - BFSI

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