Senior Manager - Credit Risk Analytics + SAS - Banking Domain

- 6+ Years of experience in developing end-to-end behavioral risk scorecards using advanced Machine Learning and Traditional Regression techniques for Consumer Lending products like Credit Cards, Mortgage etc. in Credit Risk domain

Role & Responsibilities :

- Developing Portfolio risk scorecards like Probability of default (PD) or Propensity to Bankruptcy for a $90+ bn credit card portfolio

- Designing and developing end to end profitability driven machine learning technique based Credit Line Increase (CLI) optimization framework for proactive credit line increase (PCLI) program

- Developing Credit Abuse First Party Fraud and Credit Bust-Out Scorecards to mitigate first party fraud losses

- Leading and mentoring a team of 3-4 junior modelers for end to end model development

- In-depth knowledge of Proactive Programs like Balance Transfer, Proactive Line Increase, Line Assignment etc. along with modeling steps like target definition, segmentation, variable reduction and hyper parameter optimization for both traditional and machine learning techniques

- Hands on experience of advanced machine learning techniques like Random Forest, Gradient Boosting (GBM), Extreme Gradient Boosting (XGB) etc. and tools like R, H2O, Python, HIVE, SAS, SQL

- With good communication and presentation skills and Excellent problem solving skills