Assocaite at Evalueserve
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Evalueserve - Credit Risk Developer - Python (4-9 yrs)
The candidate will be working directly with the client on credit risk models for a global investment bank with which wehave an existing relationship. As a first assignment, the candidate will be working with model development team of the bank and will work with them to improve the existing models. The role requires good understanding of credit risk models for wholesale portfolio, model structure, variable treatments, variable data framework and process efficiency in model development process.
Important responsibilities in this role will include:
- The candidate needs to have a good knowledge of statistical methods and tools including logistic regression, Bayesian statistics, Markov chain process, time series analysis and etc.
- Understanding of credit risk model constructs and different credit risk modeling frameworks.
- Understanding of the consumption layer of the curated data, ie. Model development for credit risk models, especially IFRS9, Stress Testing and AIRB (PD, LGD and EAD models).
- Understanding of variables treatments, exclusions, transformations and data sources
- Ability to work directly with client with no handholding
- Model development experience using Python and R.
- Adhoc data analysis and queries to support questions and process migration
- Prototype source data migration in established processes and production codes
- Help build competencies and develop training programs in credit risk
- Excellent communication skills and team player
- Sense of urgency and time constraints
Skill Set & Experience Required
- Knowledge of Credit Risk Models - PD, EAD, and LGD, scorecards, IFRS 9, Basel II IRB approach for Credit Risk, Logistic and Linear Regression Models
- 4-7 Years of experience in the credit risk model development
We are committed to providing equal employment opportunities (EEO) globally, eliminating discrimination, and promoting good relations among employees, regardless of age, disability, ethnicity or origin, sex, gender assignment, gender identity, religion or belief, sexual orientation, and marital or civil partnership status. Evalueserve is an inclusive employer and is proud of its diverse workforce