Senior Manager - Credit Modelling

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.