Model Impairment Analyst - Credit Risk Modelling - BFS - IIT/NIT/IISc/ISI

8 - 12 Years

Delhi NCR

Posted 5 years ago

#Statistical Modeling #Python #SAS #Machine Learning #Data Science #Risk Analytics #Big Data #Statistics #Analytics #Data Analytics #Risk Modeling

- Bachelors Degree in Computer Science from a Top School, or a Masters Degree in another technical discipline (Physics, Engineering, Maths) with relevant experience

- Advanced Python Programming and knowledge of SAS coding.

- Experience in model implementation using DevOps tools like TeamCity, Jira, BitBucket and Nexus etc

- Project and stakeholder management experience.

- Experience in financial institution delivering data, supporting model development, implementation and productionisation within credit wholesale, consumer, finance or treasury.

Desirable Skills :

- Masters Degree in Computer Science, Math or Statistics

- Knowledge of Big Data platforms such as HADOOP and its eco-system

- Knowledge of credit card and/or banking retail business is strongly preferred

- Good exposure to statistical model development - familiarity with Consumer or Wholesale Credit risk modelling experience.

- Supported or working on stress testing across Risk, Treasury or Finance

- Data science and Machine learning background