Engagement Manager/Project Manager - BFSI Analytics

Title : Engagement Manager / Project Manager - BFSI Analytics

Role :

- Developing new and enhancing existing risk scorecards (application, behavior, collections/recovery, etc).

- Should have 5+ years of experience in building credit risk models (data cleaning, dependent variable selection, independent variable study and understanding, variable reduction, bivariate analysis, variables classing-fine and coarse, logistic/linear model build, model validation-out of sample, out of time etc, KS/Lift study/PSI etc

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

- Understands the statistical concepts of variable imputation,variable reduction, multicollinerality, bootstrapping, reject inferencing etc

- Create and maintain detailed model documentation

- Researching and applying new statistical techniques that can improve predictive power of models.

- Exposure to Basel II AIRB models (PD, EAD and LGD) and stress testing models is preferred

Industry Experience :

- Banking, Credit Cards, Credit Risk Modeling

Education / Skill Set Required :

- Master's degree in Statistics, Economics, Engineering, Finance, Mathematics, or a related quantitative field

- Should have strong experience in scorecard development, maintenance and validation experience in a banking environment.

- Experience in data manipulation, data mining and understanding of relational databases

- Experience with statistical modeling and analytic techniques such as OLS and logistic regression, univariate and multivariate statistical analysis, CART and/or CHAID.

- Sound Knowledge of SAS, SQL and other analytical tools

- Ability to independently develop robust statistical models.

- Outstanding communication and presentation skills

- Able to creatively apply analytical solutions to business problems

Interested candidates may apply or reach me at 9035004698.