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3 to 7 Years
Senior Analyst (Credit Models)
Job Description :
As a member of credit models team, you would be managing the models through their lifecycle, i.e. from initiation to retirement. You will be exposed to activities ranging from (but not limited to) model development, evaluation, validation, monitoring, implementation testing, and documentation.
Roles and Responsibilities :
- You will have an opportunity to learn industry best practices in credit models’ development and will also be working on experimental models using machine learning techniques.
- You will also own the models and be a SPOC for all assessment by Risk Management team.
- Credit risk model development using traditional logistic regression and machine learning techniques.
- Validation and monitoring of internal and external credit models by computing standard metrics.
- Detailed documentation of the model development activity for review from Risk Management.
- Challenging the existing procedures to bring in more efficiency to the model development process.
- Preparing project presentations for review of Senior Management.
- Evaluate various business problems across credit function and proposing model-based solutions.
- Mentoring the junior members of the team for day-to-day activities.
- Work closely with client/portfolio teams to understand changes in model performance.
- Work on multiple projects and perform other duties and/or special projects as assigned.
- Provide analytic support on key business initiatives and develop a strong working knowledge of the data warehouse and applicable analytic data systems.
- Work independently with stakeholders and propose insights for decision making.
- At least 4 years of experience in Consumer Credit.
- Must have at least 4 years hands-on experience in building credit models using SAS or Python or R.
- Working knowledge of Logistical/Linear/Regressions CHAID/CART/Clustering techniques.
- Experience in handling small teams.
- Ability to decipher complex data and effectively present and communicate in a clear and concise manner.
Key Job Attributes :
Educational Qualifications :
UG/PG : Mathematics/Statistics, Operations Research, Economics, Computer Science/Engineering
Key Skills :
Contact Details :