Job Description
Sr. Manager Credit Modeling
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 Master's degree in economics, statistics, operations research, mathematics, engineering, business, or related field with a strong quantitative emphasis.
