Risk Analytics - Credit Risk Modeler

Risk Analytics / Credit Risk Modelers

- Develop, maintain and validate predictive models deployed by the organization

- Prepare detailed documentations on the predictive models

- Test the model results by employing various statistical/machine learning techniques

- Thoroughly evaluate the model w.r.t. its predictive power and prepare detailed analyses and presentations for the model results

- Develop a detailed understanding of the various risk models, including credit risk, market risk and liquidity risk models and regulatory models (eg. PD, LGD, EAD, VAR, etc)

- Basics of logistic regression based modelling (Outlier treatment, variable reduction, multi-collinearity etc)

- Ability to execute high-level specification of data analysis tasks. Attention to details, and quality and correctness of data is very important.

- Highly self motivated and professional. Ability to consistently meet deadlines and deliver high-quality materials. Ability to work in a fast-paced environment.

- Excellent interpersonal skills, with the ability to develop strong working relationships and effectively influence all levels of business.

- Ability to naturally assume ownership of initiatives, requiring minimal supervision to consistently deliver outstanding results.

- 3-6 years of business experience.

- Experience in SAS is must.

- Good analytical thought process and aptitude for problem solving.

- Must be analysis-oriented, enjoy work with new tools, and be a self-motivated learner