Credit Risk Modeler - Data Science - Consulting Firm

Hiring for a leading consulting brand in Bangalore

Role: Credit Risk Modeling - Data Science

- Credit Risk Modeling( Regulatory models), Analysis of business dimensions,Critical data elements, Risk Domain

- Worked on different RIsk platforms - PD, LGD, EAD, Stress testing, CCAR, IFRS models.

1. Ability to translate Business Problem to a Statistical Problem and Statistical solutions to a viable Business solution.

2. Ability to perform statistical modelling (predictive, regression, hypotheses testing, multivariate analysis, Time Series, Cluster, forecasting, ARIMA) using Python/Pyspark.

3. In-depth knowledge of Statistics and Machine Learning concepts and should be able to apply them to business problems

4. Experience in collaborating with technology team and support the development of analytical models with the effective use of data and analytic techniques.

5. Data Extraction from EDW/Big Data Platform, Dataset Preparation (creation of base data, aggregation, transformation), performing EDA.

6. To validate the model results, Monitor model performance, and articulate the insights to the business team.

7. Ability to create good visualization with the output generated from the model

8. Write complex SQL queries to perform data extraction from various data sources