India Head - Credit Risk Model - FinTech

Hiring India head credit risk modeler for a FinTech company.

- Participating in quantitative methodology development of areas ranging from quantification of credit risk, forecasting, clustering, and stress testing.

- Perform analysis including model calibrations, back-testing, performance analysis and co-relation analysis.

- Participating in routine testing and enhancement of models and their documentations

- Utilize advance statistics, econometrics and mathematics skills including probability theory, linear algebra, optimization techniques, and time series analysis

- Program, test and implement quant models using various tools

- Delinquency modelling, Credit Worthiness and pricing of the securitized loan portfolio to check the overall portfolio valuation.