Essential Functions / Responsibilities:
• Validation and monitoring of internal and external credit models by computing standard metrics
• Automate the model monitoring reports using the available tool suite- SAS, Python, Tableau etc.
• Detailed documentation of the model development activity for review from Risk Management
• Work closely with client/portfolio teams to understand changes in model performance.
• Credit risk model development using traditional logistic regression and machine learning techniques, as required
• 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.
• Able to work independently with stakeholders and propose insights for decision making
Qualifications / Requirements:
• Sound programming skills with at least 2 years hand on programming experience in SAS or Python or R
• Conceptual knowledge of statistical modeling techniques including but not limited to Logistical/Linear/Regressions CHAID/CART/Clustering techniques
• Ability to decipher complex data and effectively present and communicate in a clear and concise manner
• Strong written/oral communication skills and ability to manage multiple projects simultaneously
Desired Qualifications:
• Hands-on experience of building statistical models like Logistical/Linear/Regressions CHAID/CART/Clustering techniques
• Working knowledge of credit bureau data
• Work experience in a US financial institution or bank
• Development of identity theft and transaction fraud detection models
• Systems Implementation experience
Degree in following Majors Mathematics/Statistics, Operations Research, Economics, Computer Science Engineering
Email Id : supraja@handigital.com