Job Description

Masters in Finance, Financial Engineering, Analytics or Mathematics, Computer Science, Statistics, Industrial Engineering, Operations research, or related field. Good understanding of Probability of Default (PD), LGD and EAD modeling technique. Proven hand-on experience in Artificial Intelligence and extensive experience in GCP . Very good understanding of Predictive modeling techniques and their application. Knowledge of Credit life cycle Statistics and machine learning techniques. Conducted and applied statistical methodologies including linear regression, logistic regression, ANOVA/ANCOVA, CHAID/CART, cluster analysis Team player and collaboration skills. Programming skills in GCP, R, SAS, and PYTHON. Fluency with Excel, PowerPoint and Word Strong written and oral presentation / communication skills - must have the ability to convey complex information simply and clearly Experience with developing and implementing cloud based analytical solutions in GCP or similar set up.

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

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