Job Description :
Required Skills:
Degree in a quantitative discipline (engineering, mathematics, physics, statistics, econometrics) with 5 years professional experience in Financial Services Industry
Primary job is Model development and documentation
Knowledge of Card Services and Fraud Models
Experience in Model development with a combination of internal, alternative and bureau data. Models will be customer level portfolio scores.
Models will be built with logistic regression using SAS
SAS with machine learning (Python Scripts with SAS Enterprise Miner) expertise
Subject Matter Expert on industry best practice standards for Risk Models
Good analytical, interpretive and problem-solving skills
Capable to conduct independent research, analyze problems, formulate and implement solutions that produce quality results
Ability to deliver under tight timeframes
Strong written and oral communication skills, to develop and communicate business analytics and to present model statistics/insights/findings.
Credit bureau data knowledgeable is preferable
Additional Details:
Quantitative Model Development
experience with complex quantitative modeling, numerical analysis and computational methods in all phases of statistical modeling, with ability to synthesize and analyze diverse information – data preparation, data QC, segmentation, variable selections, model/algorithm development, model choices and output analysis
Model Validation, Testing and Implementation
critical thinking ability to understand solutions, present options, compare and contrast conceptual soundness of model parameters, mapping calculations, explanation of model outcomes, integration of data and scenario analysis
High Quality Technical Documentation of Models
demonstrated technical writing and presentation skills to explain abstract theoreticalconcepts and to deliver model documentation suitable for variousaudiences