Credit Risk Modeler (Banking)

Other Details:

• Work Authorization: Open to F1 OPT, STEM, TN, etc.
• Interview Process: 3 rounds via MS Teams
• Relocation Assistance for non-local candidates.

Client Notes:

• Top Skills: Primarily focused on building credit risk models not just implementing them. Core expertise in credit risk modelling, with hands-on experience in developing models from scratch. Skilled in SQL and Python.
• Client need individual contributor.
• Industry: Banking & Financial Services.
• Interview: 2 Internal Round and 1 Client Round.

Qualifications:

• 3-8 years of experience in Risk management processes, Credit strategy and modeling using Machine Learning modeling techniques.
• Technical Skills: 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.
• 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.