Description

You will develop and maintain credit risk models and analytical frameworks to evaluate loan portfolio performance.

This role is on-site.

Responsibilities

• Build credit risk models to compute expected credit loss (ECL) and conduct stress testing.
• Develop early warning system (EWS) methodologies and design scorecards.
• Aggregate and consolidate data from internal and external sources for risk dashboards and machine learning models.
• Execute qualitative and quantitative evaluations of performance metrics and deliver findings to stakeholders.
• Improve risk monitoring reports and handle ad-hoc data requests across underwriting and risk domains.

Required Skills

• 3+ years of experience in data science or risk analytics.
• Proficiency in Python or R for statistical analysis and deploying machine learning algorithms.
• Strong experience with SQL for data aggregation and manipulation.
• Experience with Power-BI for dashboard development.
• Practical application of regression, decision trees, and cluster analysis.
• Expertise in financial modeling, logistic regression, and scorecard development.
• Ability to work with both conventional and non-traditional data sources.
• Background in risk analysis and statistical modeling.

Preferred Skills

• Any Graduate degree in Business Administration, Statistics, or a related field.

Key Skills

Education

Any Graduate