Credit Risk Scorecard Developer | SAS, Python, SQL | Regulatory Compliance & Model Validation
Bengaluru - EC-2 Gateway campus, India
INR 3000K-4200K (estimate) Senior-level Full Time
Tasks
- Collaborate with risk policy teams
- Conduct model validation
- Create model audit trail
- Design credit risk scorecards
- Develop credit scoring models
- Document model development lifecycle
- Maintain scorecards and models
- Monitor model performance
- Perform data extraction
- Perform feature engineering
- Prepare validation reports for audits
- Recommend model recalibrations
- Run backtesting
- Run stress testing
- Train predictive models
- Translate business requirements into models
Perks/Benefits
Skills/Tech-stack
AWS | Azure | Backtesting | Basel | Enterprise Miner | Feature Engineering | IFRS 9 | Logistic Regression | Model Governance | Model Monitoring | Model Validation | Model calibration | Power BI | Python | R | SAS | SAS Enterprise | SAS Enterprise Miner | SQL | Scikit-learn | Scorecard Binning | StatsModels | Stress Testing | Tableau | WOE IV
Education
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