Description

You will build and maintain credit risk models and analytical frameworks to support loan portfolio management.

Responsibilities

• Develop credit risk models, including expected credit loss (ECL) calculations, early warning system (EWS) methodologies, and stress testing protocols.
• Design and sustain scorecards and dashboards to provide insights into portfolio risk performance.
• Aggregate and consolidate data from multiple internal and external systems for use in risk dashboards and machine learning models.
• Conduct qualitative and quantitative evaluations of performance metrics and deliver findings to internal stakeholders.
• Improve existing risk monitoring reports and address ad-hoc data requests using conventional and non-traditional data sources.

Required Skills

• Minimum 2 years of experience deploying statistical and machine learning algorithms like regression and decision trees.
• Proficiency in statistical analysis using Python or R.
• Strong command of SQL for data aggregation and manipulation.
• Experience with Power-BI for dashboard development.
• Expertise in logistic regression, cluster analysis, and statistical modeling.
• Background in financial modeling, risk analysis, and scorecard development.
• Competency in data analysis and managing large datasets across multiple systems.
• Bachelor's or Master's degree in Business Administration, Statistics, or a related field.

Key Skills

Education

Any Graduate