Vice President - Credit Risk Analytics - FinTech

Industry - Banking / Financial Services / Broking

Category - Finance

Job Type - Permanent

Job Description - A global leader in digital fintech services is looking for VP - Credit Analysis to develop new credit analysis models from scratch

Client Details

Our Client is a financial services technology-based firm with Its headquarters in the UK. They have a network of offices across the world including an office in Gurgaon, India. It provides a platform for lenders and small businesses to connect and enable businesses to get loans with the fast approval process

Description

As VP- Credit Risk Analytics, you would be

- 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 correlation 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

- A program, test and implement quant models using various tools

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

Profile

- Masters/Ph.D. in a quantitative field such as Statistics, Mathematics, Operations Research, Physics, Engineering, Economics, or Finance, or equivalent

- 8+ years of experience at similar financial institution, or consulting firm, preferably on a quant role in a data-rich environment with direct experience of working on credit risk models