Scorecards, Modeling, Risk analytics

14 hours ago


bangalore, India YES BANK Full time

Key Responsibilities:· Develop predictive models using latest machine learning / statistical methods across the domains of Risk, customer & sales· Define and establish robust model evaluation & governance framework· Engage with the Risk & Model Committees· Responsible for the end-to-end development and implementation of all scorecards/risk monitoring framework across businesses· Stakeholder relationship management & control aspects of analytical project deliveryKey Competencies / skill set:Should be a subject matter expert in the domain of credit riskStrong statistical knowledge and demonstrated hands-on experience in model development & managementWorking knowledge of R, Python or SAS is a must.Should be able to anchor stakeholder engagementsVery strong presentation & communication skillsDesired Candidate ProfileSimilar Profiles from BanksResilience & ability to work in a dynamic environmentTechnical competence will be an important selection criterionDemonstrated hands-on experience in loss forecasting, scorecards & advanced analytics use casesQualificationsPost-graduation in Statistics or Economics or Quantitative Economics or Computer Science OR MBA (Finance / Quantitative Methods)Predictive model developmentLogistic/Linear Regression, Clustering, D-tree, Feature Selection, PCASVM, Random Forest, Gradient BoostExperience:Candidate is required to have minimum 2-10 years of relevant work experience in statistical modeling in a BankIndustry Preferable:Banking



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