Responsibilities

• Work across risk and regulatory modeling and data analytics projects  

·       Development, re-development and calibration of risk and regulatory models, including but not limited to credit decision scorecards, fraud and AML models, Basel IRB – PD, LGD, EAD, Stress Testing and IFRS 9/CECL models

·       Model monitoring and implementation support

• Development of modeling strategies for automated decision making
• Develop and support the reports to be shared with senior management at the desired frequencies

·       Excellent knowledge of various statistical techniques and proven skill in statistical modeling (Regression, Logistic Regression, Time series, Clustering, CHAID/Classification trees Etc.)

·       Data and quantitative analysis to support modeling decisions

• Detailing model techniques and interpretation of variables used in the models be documented and presented to client Stakeholders
• Validation for the source data quality, forecast data quality as well as change management

·       In addition to working on model development, the candidates would be required to present their analysis and model results to senior stakeholders in the client organization

Minimum Qualifications

• Experience in BFS analytics, experience in credit risk analytics and modeling (Regression, Time Series, Survival Models, Markov TPM, scorecards etc.)
• Good client management and communication/presentation skills – written & verbal
• Master’s degree in quant discipline - Statistics/Economics/Finance/Mathematics
• Ambitious, proactive, “can-do” attitude. Ability to work under ambiguity and with minimal direct supervision.
• Expertise in SAS and SQL
• Working knowledge of Python
• Hands-on experience in Machine Learning (XGBoost, Neural Network, Deep Learning) modeling is a plus
• Ability to work independently without significant much supervision

·       Good to know development of benchmark ML models using different techniques

 

Preferred Qualifications

• Excellent Communication skills
• Self-motivated and execution oriented
• Ability to learn very quickly and identify improvement opportunities – high energy and self-starting individual