Credit Risk Modeler

  • San Jose, CA
  • Posted 1 day ago | Updated 1 day ago

Overview

Hybrid
$120,000 - $160,000
Full Time

Skills

hive
python
pyspark
sql

Job Details

Responsibilities:
  • Project task management
  • Stakeholder management including senior leadership (VP+)
  • Communications, including deck writing
  • Coordination of all sub-team efforts
  • Delivery of output
  • Facilitation and gathering of client feedback on problem structuring
  • Effective management of frequency of feedback loop with offshore resources
  • Build capabilities in junior team members
Qualifications:
  • Master's degree in economics, mathematics, computer science/engineering, operations research or related analytics areas; candidates with BA/BS degrees in the same fields from the top tier academic institutions are also welcome to apply
  • 4-6 years of experience in Risk management processes, Credit strategy and modeling using Machine Learning modeling techniques
Technical Skills Required: Hive, PySpark, SQL, Python
  • Must have experience in development of Credit Risk models (probability of default, exposure at default, loss given default models etc) in alignment with internal and regulatory standards
  • Must be familiar with performing back testing and model performance tracking to ensure ongoing predictive accuracy and stability
  • Superior analytical and problem solving skills
  • Willingness to take initiative
  • Strong program management skills and ability to think abstractly deal with ambiguouse defined problems
  • Proficient in executive level communications creating slides, decks and building data dashboards
  • Outstanding written and verbal communication skills
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