Description :
- Develop credit scorecard models and segmentations
- Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)
- Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents) of ongoing and new projects
- Understand modeling procedures, credit policies and deliver technical/regulatory documentation for internal/external reviews
- Role involves strong programming (SAS, R, Matlab, etc.) and quantitative analytics (regression, time series, linear/nonlinear optimization etc.) skill
- Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
Qualifications :
- Advanced degree (Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance
- MBA s should apply only if they are interested in career in specialized quantitative risk management discipline
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