Credit Risk Modeler - Bank

We are hiring for a Modeler in Credit risk analytics space for a leading banking client. 

Role details and requirements are given below:

1) Developing new risk models to help the Bank to improve risk management and to satisfy regulatory requirements

2)Continuously improving risk modeling tools and methods by enhancing data, including new risk characteristics and developing new algorithms.

3) Documenting and communicating modeling processes and model results to business, senior management, and internal/external independent review staff.

4) PhD./ Master's degree in Mathematics, Statistics, Economics, Computer Science, or related fields

5) Expert in generalised linear models, unsupervised and supervised machine learning algorithms

6) Demonstrated experience with Big Data tools like Hadoop & Spark

7) Demonstrated proficiency in advanced analytical languages such as R, Python, Scala, SAS

8) Experience with traditional database/system languages (e.g. SAS, SQL, etc.) to collaborate with other data analysts/systems

9) Experience with implementing scalable machine learning/data mining algorithms making use of distributed/parallel processing

10) Minimum 3+ years of experience in Model development for Financial Services.