Credit Risk Model Monitoring Analytics Intermediate Analyst
AMRUTHAHALLI, NH 7,INTERNATION, India
INR 625K-1300K (estimate) Mid-level Full Time
Tasks
- Analyze model performance and drivers
- Conduct benchmark and ad hoc analysis
- Conduct drill down analysis on variables and forecasts
- Develop business insights for credit risk models
- Manage reporting and analysis projects
- Partner with policy leads on score levers
- Perform QA QC for monitoring and reporting
- Perform root cause analysis
- Present model performance to stakeholders
- Respond to auditor queries
- Train and mentor junior team members
- Write model performance assessment reports
Perks/Benefits
- N/A
Skills/Tech-stack
Cause analysis | Cognos | Data Analysis | Decision Tree | Excel | Excel VBA | Gradient boosting | Linear Regression | Logistic Regression | Machine Learning | Model Monitoring | Model Validation | Optimization | Performance scorecards | Python | Random Forest | Root Cause Analysis | Root cause | SAS | SQL | Segmentation | Support Vector Machine | Tableau | Time Series | XGBoost
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
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