Credit Risk Analytics Cons 2Apply now Job ID 17635BR Location Bengaluru, India;
(There are multipleroles in both modeling and model validation teams, based on suitability sub team to be decided)
- Perform data validation, data analysis, model development(logistic regression, PD, EAD, LGD models), diagnostic, etc. functions per onshore instructions.
- Creating and maintaining model development documentation
- Post modeling analysis and documentation support
- Quarterly model performance monitoring support
- Ad hoc report generation
- Bachelors’ degree in a quantitative discipline
- 4+ - 6 years analytical experience preferably in credit risk analysis or business analysis.
- Excellent Excel skills in performing complex data manipulation
- Excellent analytical ability in interpreting data, analytical results to draw insights to provide accurate loss forecasts and help business manage the credit risk effectively.
- The resources need to know Advanced SAS and Advanced Excel.
- Excellent problem solving skills and ability to connect dots, see big picture and find solutions
- Good verbal communication, written documentation and presentation skills.
- Excellent understanding of process, methodologies used for the development, validation and monitoring of credit scoring models (logistic regression, PD, EAD, LGD models), diagnostic, etc.
- Good SAS skills in performing complex data manipulation and modeling in SAS.
- Good at exercising independent judgment and applying prudent credit risk management principles
- Masters degree preferred
- Experience in a Commercial lending environment; Familiarity with U.S based Commercial Bureau Data sources
Model Building (PD, LGD, EAD)/Model Monitoring