| Greetings! This is Mridul Gupta from VBeyond Corp. We are a Global Recruitment Company with specialization in Hiring of IT & Non-IT Professionals. One of our clients is looking for below: Job Title: Credit Risk Analyst (Banking Domain/Industry-Risk Modeling Development) Job Location: 100% Remote (New York City, New York, USA) Job Type: Permanent (Full Time) & Contracting Both Job Options Available Detailed Job Description (JD):
We are looking for a seasoned risk modeling professional to lead client facing projects/engagements in quantitative model development, validation, statistical analysis, and portfolio analytics in the risk and regulatory area. This would involve application of various industry best practices and techniques in risk modeling including but not limited to linear/ logistic regression, time series methods, Markov chain, survival modelling and machine learning techniques. In addition to working hands on as delivery lead for advanced risk analytics projects, the selected candidate would need to supervise, manage and train teams responsible for developing and/or validating retail risk and regulatory models. Charter of the role spans: Work hands-on for critical risk modeling projects as well support team’s project deliverables with statistical and domain expertise - Works hands-on in development, re-development and calibration of risk and regulatory models, including but not limited to credit decision scorecards, Basel IRB – PD, LGD, Stress Testing, IFRS 9/CECL models, counter fraud and AML models,
- Modeling strategies for automated decision making
- Providing thought leadership and oversight for a team of risk modelers/validators
- Develop presentations to be shared with senior client management
- Data and quantitative analysis to support modeling decisions
- Leading development of model methodologies, algorithms and diagnostic tools for testing model robustness, sensitivity and stability
- Detailing model techniques and interpretation of variables used in the models to be documented and presented to client Stakeholders
- Validation for the source data quality, forecast data quality as well as change management
- Helping develop thorough technical documents for distribution and presentation to senior management, model developers, auditors and regulators
- Bringing in industry best practices and consultative inputs to help deliver continuous value to client engagements in advanced risk analytics
5+ years of STRONG Working Experience of/in RISK MODELING DEVELOPMENT under Banking Domain/Industry only. - 8+ years’ experience in BFS analytics, with 5+ years’ experience in Credit Risk Modelling Development
- Excellent knowledge of various statistical techniques and core hands-on experience in statistical modeling (Logistic Regression, GAM, Time series, Survival Techniques – Competing Hazard, COX proportional hazard, Clustering, CHAID/Classification trees Etc.)
- Good client management and communication/presentation skills – written & verbal
- Master’s degree in quant discipline - Statistics/Economics/Finance/Mathematics
- Ambitious, proactive, “can-do” attitude. Ability to work under ambiguity and with minimal direct supervision.
- Expertise in SAS, SQL, Python
- Hands-on experience in Machine Learning (Boosting, Bagging techniques) modeling is a plus
- Experience in visualization technologies Tableau, Spotfire, MATLAB and SPSS are a plus
- Knowledge on cloud technology like Azure, Devops , AWS Sagemaker and in change control software like GitHub and SVN would be preferred
- Ability to work independently on complex projects
- Experience in credit risk/regulatory model development – CECL, IFRS 9, Stress Testing, AIRB
- Consultative mindset and experience in client interfacing with strong interpersonal skills
- Experience in building and leading quantitative risk analytics teams
- Project management experience
- Must be articulate and confident to manage senior stakeholder conversations
- Experience with application of machine learning techniques including XG Boost, GBM, Neural Network, SVM and Random Forest preferred
I would appreciate if you could reach out on my below mentioned contact coordinates, should the position be of interest to you. Have a great day ahead!
Thanks & Regards, Mridul Gupta I U.S.A. I.T. & Non I.T. Global Staffing Recruitments, VBeyond Corporation I Partnering for Growth, Talent Acquisition VBeyond Corporation 390, Amwell Road, Suite #107, Hillsborough, NJ 08844 Contact No. : (+1) 908-344-5548 mridulg@vbeyond.com | http://www.vbeyond.com linkedin.com/in/mridul-gupta-9b646421
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