Senior Manager- Credit Modeling

5 days ago

Gurgaon, Haryana, India Talent Hired-the Job Store Full time

Looking for a Credit Risk Modeler with 4+ years of experience in developing credit risk scorecards (application, behavior, collections, etc.) with strong expertise in Machine Learning Algorithms, Sql query and fluent in PySpark /Python. Proven ability to work proactively and independently to drive results

Responsibilities:

  • Develop end to end Credit Risk scorecards ranging from applications to collections scorecard.
  • Process Credit Bureau data as relevant for the specific scorecard at hand.
  • Prepare modeling data using both internal databases and external data.
  • Excellent SQL query skills
  • Monitor models in production. Report model performance and validity statistics.
  • Interact with model governance team on model build and model monitoring.
  • Recalibrate specific models as per need.
  • Develop machine learning models (Random Forest, XG Boost, etc.) using PySpark/Python
  • Deploy machine learning models in production

Skills/Experience:

  • At least have 4+ years of core risk modeling experience
  • Excellent knowledge in PySpark, Python, SQL etc
  • A good understanding of Credit Bureau data is required
    •
  • Must have the ability to work effectively within a team and be flexible to work on multiple projects
    •
  • Self-starter, with demonstrable ability to work proactively and independently to drive results
    •
  • Strong analytical and problem-solving skills

Academic Qualifications:

  • B. Tech or Masters degree in economics, statistics, operations research, mathematics, engineering, business, or related field with a strong quantitative emphasis

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