Credit Risk Model Role - BFSI

Essential Qualifications :

- BA/BS in a quantitative field such as Mathematics, Economics, or Statistics with 4+ years of overall work experience, with relevant work experience in field of credit risk analytics, risk reporting or risk analytics

- Excellent SAS, Python and Excel skills in performing complex large data manipulation

- Ability to manage multiple priorities and complete projects on time

- Mentor , train and coach junior team members to enable the deliver their projects independently

- Experience with Credit Scoring

- Experience in producing high quality technical documentation with tools such as Excel, Word, PowerPoint

- Excellent verbal and written communication skills with the ability to develop strong presentation that is concise and tells a compelling story

- Experience in managing through influence, and presenting to all levels of management and stakeholder

Specifically this role will :

- Support Decision Support Credit Modeling team for LOB including Credit Card, Student Lending, Personal Lines and Loans

- Develop implement and monitoring decision support models using machine learning techniques like XG-Boost, Random Forest, GBM etc.

- Responsible for Consumer Lending quarterly model monitoring reports, identifying and explaining trends and key drivers.

- As COE, look for synergies and efficiencies across the current LOBs model monitoring methodologies and processes to be the best in class Model Monitoring team

- Work closely with model owners, corporate credit and model governance to on-going status of the models

- Research work to enhance the efficiency and effectiveness through innovation and development of cutting edge reporting/analytical tools

- Will facilitate presentations on analytical findings and modeling related topics with the onsite modeling team and partners as appropriate.

Responsibility : To thrive in this environment, candidates must have demonstrated the ability to learn rapidly and solve problems dynamically, excellent and insightful communication skills to unite diverse opinions, high degree of initiatives with a strong drive for results, and strong interpersonal skills to build relationships with partners in Corporate Credit, Marketing, and Finance and Risk strategy teams.