Credit Risk - (Chennai, Tamil Nadu, India)
Ford
- Contrat
- CDI
- Mode de travail
- Présentiel
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Develop and validate credit risk models
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Enhance the usage of Artificial Intelligence / ML and transform into more efficient solutions.
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Using GCP, SAS, R, Python, for model building and model validation
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Continual enhancement of statistical techniques and their applications in solving business objectives
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Compile and analyze the results from modeling output and translate into actionable insights
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Prepare PowerPoint presentations and document preparation for the entire credit risk modeling process
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Collaborate, Support, Advise and Guide in development of the models
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Acquire and share deep knowledge of data utilized by the team and its business partners
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Participate in global conference calls and meetings as needed and manage multiple customer interfaces
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Execute analytics special studies and ad hoc analyses
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Evaluate new tools and technologies to improve analytical processes
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Set own priorities and timelines to accomplish projects (accountability for project deliverables)
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Masters in Finance, Financial Engineering, Analytics or Mathematics, Computer Science, Statistics, Industrial Engineering, Operations research, or related field.
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Good understanding of Probability of Default (PD), LGD and EAD modeling technique.
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Proven hand-on experience in Artificial Intelligence and extensive experience in GCP .
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Very good understanding of Predictive modeling techniques and their application.
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Knowledge of Credit life cycle
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Statistics and machine learning techniques.
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Conducted and applied statistical methodologies including linear regression, logistic regression, ANOVA/ANCOVA, CHAID/CART, cluster analysis
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Team player and collaboration skills.
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Programming skills in GCP, R, SAS, and PYTHON.
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Fluency with Excel, PowerPoint and Word
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Strong written and oral presentation / communication skills – must have the ability to convey complex information simply and clearly
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Experience with developing and implementing cloud based analytical solutions in GCP or similar set up.
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Masters in Mathematics/Statistics/Economics/Engineering or any other related discipline or a track record of performance that demonstrate this ability
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Practical applications of mathematical modeling and Artificial Intelligence