Senior Manager - Risk Modeling - BFS/KPO

Looking for a Credit Risk Modeler with 5+ years of experience in developing credit risk scorecards (application, behavior, collections, etc.) with strong expertise in Machine Learning Algorithms, and fluent in R/Python

Description for Internal Candidates

Responsibilities:

- Develop end to end Credit Risk scorecards ranging from applications to collections scorecard.

- Process Credit Bureau data as relevant for the specific scorecard at hand.

- Prepare modeling data using both internal and external data.

- Monitor models in production. Report model performance and validity statistics.

- Interact with model governance team on model build and model monitoring.

- Recalibrate specific models as per need.

- Develop machine learning models (Random Forest, XG Boost, etc.) using R/Python

- Deploy machine learning models in production

Skills/Experience:

- At least have 5+ years of core risk modeling experience

- Excellent knowledge in R or Python

- A good understanding of Credit Bureau data is required-

- Must have the ability to work effectively within a team and be flexible to work on multiple projects-

- Self-starter, with demonstrable ability to work proactively and independently to drive results-

- Strong analytical and problem-solving skills

Academic Qualifications: Master's degree in economics, statistics, operations research, mathematics, engineering, business, or related field with a strong quantitative emphasis.