AVP - Credit Model Development

We are hiring for the role of AVP - Credit Model Development

Roles and Responsibilities are as follows:

• Knowledge of Statistical and other Machine Learning techniques like XGBoost, Random Forest, Light GBM etc
• Experience in Model Documentation and Model Monitoring/Validation. Work closely with Model Owners, Model Users and Report execution teams to track and understand model performance, deep dives to find root causes for performance deteriorations
• Support Model Risk Management team in completing their responsibilities including but not limited to Model validation reviews, annual reviews, periodical assessment
• Lead automation projects like automation of reports, datapull using tools like sas,python tableau etc
• Work independently with stakeholders on multiple projects and perform other duties and/or special projects as assigned.
• Strong written/oral communication skills, ability to manage multiple projects simultaneously and deliver results within deadlines with a focus on accuracy and attention to detail
• Experince in SAS/ SQL, Python/Pyspark and reporting tools like Tableau
• Working knowledge of transactional and credit bureau data e.g., FICO, Transunion, Equifax