AVP, Quantitative Modeler
Wilmington, 125 South West Street, United States
USD 155K-181K (estimate) Executive-level Full Time
Tasks
- Automate reporting for data issues
- Build machine learning models
- Compute PD EAD LGD ECL
- Conduct data quality analysis
- Create management dashboards
- Design analytics solutions
- Develop IFRS 9 models
- Develop statistical models
- Implement analytics in stable software
- Integrate model components into systems
- Monitor model performance
- Perform data mining
- Provide ad hoc analytical support
- Support documentation for model development
Perks/Benefits
- N/A
Skills/Tech-stack
Dashboarding | Data Mining | Data Quality | Data quality analysis | Expected Credit Loss | Exposure at Default | IFRS 9 | Loss Given Default | Machine Learning | Optimization | Probability of Default | Python | Quality analysis | Risk Management | SAS | Statistical modeling
Education
N/A
Roles
Regions
Countries
States
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