Credit Risk Modeler - Beeline ID:7326-1
Posted on :
25-10-2022
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1 Vacancy
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Job Description
Req ID : 1734374
Job Title: Credit Risk Modeler
Job Location: Richardson, Texas(Remote)
Job Duration: Long-Term
Job Location: Richardson, Texas(Remote)
Job Duration: Long-Term
Job Description:
- Work hands-on for critical risk modeling projects as well support team's project deliverables with statistical and domain expertise
- Works hands-on in development, re-development and calibration of risk and regulatory models, including but not limited to Credit Decision Scorecards, Basel IRB PD, LGD, EAD, Stress Testing, IFRS 9/CECL models
- Develop presentations to be shared with senior client management
- Data and quantitative analysis to support modeling decisions
- Leading development of model methodologies, algorithms and diagnostic tools for testing model robustness, sensitivity and stability
- Detailing model techniques and interpretation of variables used in the models to be documented and presented to client Stakeholders
- Validation for the source data quality, forecast data quality as well as change management
- Helping develop thorough technical documents for distribution and presentation to senior management, model developers, auditors and regulators
- Bringing in industry best practices and consultative inputs to help deliver continuous value to client engagements in advanced risk analytics
Required Skills :
- 5+ years' experience in BFS analytics, with 3+ years' experience in credit risk modeling
- Excellent knowledge of various statistical techniques and core hands-on experience in statistical modeling (Logistic Regression, GAM, Time series, Survival Techniques Competing Hazard, COX proportional hazard, Clustering, CHAID/Classification trees Etc.)
- Good client management and communication/presentation skills written & verbal
- Master's degree in quant discipline - Statistics/Economics/Finance/Mathematics
- Ambitious, proactive, "can-do" attitude. Ability to work under ambiguity and with minimal direct supervision.
- Expertise in SAS, SQL, Python
- Hands-on experience in Machine Learning (Boosting, Bagging techniques) modeling is a plus
- Experience in visualization technologies Tableau, Spotfire, MATLAB and SPSS is a plus
- Ability to work independently on complex core modeling projects
- Experience in credit risk/regulatory model development CECL, IFRS 9, Stress Testing, AIRB
- Consultative mindset and experience in client interfacing with strong interpersonal skills
- Project management experience
- Must be articulate and confident to manage senior stakeholder conversations
Employment Type
Full Time
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