Credit Risk Modelling - Analytics - SAS/SQL

Job Description:

- Develop Models for client as per the agreed upon schedule

- Document modeling requirements based on discussions and information provided by client modeling lead/business users

- Develop models based on the model requirements definition, per the agreed upon schedule with client

- Improve existing models, per the agreed upon schedule with client

- Provide model documentation (model delivery document) with model delivery

- Assist in implementation support based on schedule agreed with client.

Role Requirement:

- Individual Contributor role for developing new and enhancing existing risk scorecards (application, behavior, collections/recovery etc.) or Marketing Analytics modeling (customers targeting)

- Exposure in Online / Digital analytics & Text Mining

- Should have built 2-3 risk/marketing models end to end

- Experience on Segmentation, Decision Trees

- Understand the statistical concepts of variable imputation, variable reduction, multi-colinearity, bootstrapping etc.

- Create and maintain detailed model documentation

- Researching and applying new statistical techniques to improve predictive power of models

- Develop and maintain a relationship with business stakeholders

- Business Problem Solutions with Value addition to impact client businesses

- Contributions to Strategic Initiatives within Analytics practice

- Ensure the business operations run smoothly in the shop

- Keeping on track to meet the monthly budgets and targets

- Provide training for staff and new recruitments

- Excellent interpersonal skills

- Ability to work independently with minimum instructions

- Discretely handle confidential information

- Business Analysis

- Track all key business metrics

- Track updates on various business projects

- Carry out Revenue and Profitability analysis

- Prepare review decks and management decks

- Strategic Planning & Special Projects

- New capacity development and capacity management initiatives

- Provide business case support, analysis and recommendation for key opportunities

- Analyze data and make presentations to support decision-making

Industry experience

- Banking, Credit Cards, Marketing Analytics, Credit Risk Modeling

- Banking domain is a must

- Experience on working with Machine Learning techniques (Support Vector Machines, Genetic Algorithms, Random Forests, K-Nearest Neighbor algorithm, Principal Component analysis etc.)

- Minimum 3 years of experience in building models (data cleaning, dependent variable selection, independent variable study and understanding, variable reduction, bivariate analysis, variables grouping, logistic/linear model build, model validation, KS/Lift study/PSI etc.)

Tool experience

- Sound Knowledge of SAS (mandatory), SQL and other analytical tools (R, SPSS)