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.
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