Responsibilities & Key Result Areas:
- Experience in consumer or commercial credit and collections scoring model developments and implementations.
- Hands-on experience in financial services industry building credit risk scorecards & decisioning tools to optimize risk-reward.
- Experience in performing data analysis, risk modeling, developing algorithms, models and computational design to implement, document and present technical information
- Monitor adherence to risk limits using quantitative measures, including Value at Risk (VaR) and stress tests.
- Ability to grasp business objectives and constraints quickly, and formulate appropriate modeling approaches.
- Risk scorecard development experience and a thorough understanding of exploratory data analysis, classical regression and data mining techniques
- Ability to work effectively either independently or as a member of a project team.
Qualifications : (Requirements for the position)
- 6-8 years of work experience in credit and market risk modelling and management, scorecard development.
- Bachelor's/ Master's Degree in statistics, economics or other related quantitative and computing fields with demonstrated skills in predictive modeling methods and system integration
- Excellent Excel skills. Knowledge of advanced data analysis tools like SAS.
- Ability to perform in-depth analysis of financial statements.
- High level of professionalism, self-motivation and a strong sense of urgency.
- Excellence in execution, stake-holder management