Data Scientist/Risk Model Analyst
Tasks
- Collaborate with business and data stakeholders
- Conduct model monitoring and back testing
- Deliver challenger model projects
- Develop expected credit loss models
- Develop regulatory parameter models
- Develop scoring and rating models
- Develop stress test models
- Manage and govern credit risk models
- Perform ad hoc reporting and analysis
- Perform model calibration and redevelopment
Perks/Benefits
- N/A
Skills/Tech-stack
Artificial Intelligence | Back Testing | CART | CHAID | Credit Risk | Credit risk modeling | Decision Tree | Logistic Regression | Machine Learning | Model Monitoring | Python | R | Random Forest | Risk Modeling | SAS | SQL | Stress Testing
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
Analyst | Data Scientist | Model Analyst | Risk Model Analyst | Scientist
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