Job Description

o Very good understanding of Predictive modeling techniques and their application. o Knowledge of Credit life cycle o Statistics and machine learning techniques. o Conducted and applied statistical methodologies including linear regression, logistic regression, ANOVA/ANCOVA, CHAID/CART, cluster analysis. o Good understanding of Probability of Default (PD), LGD and EAD modeling technique.o Team player and collaboration skills. o Programming skills in SAS, GCP, R and PYTHON. o Fluency with Excel, PowerPoint and Word o Strong written and oral presentation / communication skills - must have the ability to convey complex information simply and clearly



o Masters in Mathematics/Statistics/Economics/Engineering or any other related discipline or a track record of performance that demonstrate this ability o Practical applications of mathematical modeling, Operations Research and Machine Learning techniques o Demonstrated knowledge in credit and/or market risk measurement and management o Excellent problem solving, communication, and data presentation skills o Proficient with SAS, SQL and GCP



o Execute analytics special studies and ad hoc analyses o Using SAS, GCP, R, Python for model building and model validation o Continual enhancement of statistical techniques and their applications in solving business objectives o Compile and analyze the results from modeling output and translate into actionable insights o Prepare PowerPoint presentations and document preparation for the entire credit risk modeling process o Collaborate, Support, Advise and Guide in development of the models o Acquire and share deep knowledge of data utilized by the team and its business partners o Participate in global conference calls and meetings as needed and manage multiple customer interfaces o Evaluate new tools and technologies to improve analytical processes o Set own priorities and timelines to accomplish projects (accountability for project deliverables)