Job Description :
Quantitative Science: -
2-4 years of experience
Work closely with business partner for ensuring timely and quality delivery of Credit Risk Model development needs. This will include (but not limited to) developing Origination, Behavior, Collections, PD, EAD & LGD models for Retail lending portfolios.
Support customer in data preparation, cleansing, providing summary results and output to enable model development efforts.
Support documentation of various stages of model development lifecycle e.g. data preparation, univariate, bivariate, forming equation, validation etc.
Support open ended and qualitative analysis to generate insight for the Senior Management.
Support ongoing & future analytical needs for client which may include generating MIS, providing ad-hoc data feeds and complex modeling projects etc.
Provide actionable analytical solutions by participating in model review & other discussions with customer
Constantly work on updating oneself on customer''s business, function and technical skills to be able to support multiple needs of the business
Banking domain knowledge is must
Prior experience in credit risk models with CCAR and CECL background is must