Machine Learning Model Developer
Risk and Analytics
2-5 years’ experience in Machine learning model development in credit risk
This role is a critical and challenging role which requires a dynamic, bright and hands-on Quant. The role involves:-
- Solid grasp of the math of machine learning and develop machine learning and advanced statistical models using naïve Bayes, decision trees, linear and logistic regression, K-means, PCA, GMM, K-means, Neural Networks, STL decomposition
- Fluency in data manipulation (SQL, Spark, Pandas)
- Experience with machine learning tools such as scikit-learn, XGBoost, and Keras/Tensorflow
- Familiarity with CNNs, RNN, LSTMs, and the latest research trends
- Resolving complex issues in building credit risk models (PD/EAD/LGD)
- Develop/enhance models for mid corporate,wholesale portfolios
- Interact with senior stakeholder/ business/credit analysts/capital teams/model risk team
Bachelors, MS or PhD in a relevant field (Computer Science, Engineering, Statistics, Physics, Applied Math)
- 2+ years of professional experience in Python and machine learning libraries (scikit-learn, scipy, numpy, matplotlib)
- 2+ years professional experience developing and implementing machine learning models.
- Should have solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data
- Strong verbal and written communication skills and strong interpersonal skills
- Strong client management skills. Should demonstrate very high client focus
- Good at Multi-tasking skills. Ability to quickly assimilate & comprehend information and deliver within strict deadlines
- Capable of working in a dynamic & rapidly changing environment. Should have the ability to manage change. This role requires the individual to be flexible and comfortable in dealing with high pressure.
About CRISIL GR&A: CRISIL Global Research & Analytics (GR&A) is the largest and top-ranked provider of high end research and analytics services to the world's leading commercial and investment banks, insurance companies, corporations, consulting firms, private equity players and asset management firms. CRISIL GRA operates from research centers in Argentina, China, India and Poland, providing research support across several time zones and in multiple languages to global organizations. It has deep expertise in the areas of equity research, fixed income research (covering global economies, 150 global sectors and over 3000 global companies), valuations, pricing complex derivatives, structured finance, risk management, actuarial analysis and business intelligence.
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