Credit Risk Modeler

4 hours ago

San Jose, California, United States Jobs via Dice Full time

Dice is the leading career destination for tech experts at every stage of their careers. Our client, Bottech, is seeking the following. Apply via Dice today

Responsibilities:

  • Project task management
  • Stakeholder management including senior leadership (VP+)
  • Communications, including deck writing
  • Coordination of all sub-team efforts
  • Delivery of output
  • Facilitation and gathering of client feedback on problem structuring
  • Effective management of frequency of feedback loop with offshore resources
  • Build capabilities in junior team members

Qualifications:

  • Master's degree in economics, mathematics, computer science/engineering, operations research or related analytics areas; candidates with BA/BS degrees in the same fields from the top tier academic institutions are also welcome to apply
  • 4-6 years of experience in Risk management processes, Credit strategy and modeling using Machine Learning modeling techniques

Technical Skills Required: Hive, PySpark, SQL, Python

  • Must have experience in development of Credit Risk models (probability of default, exposure at default, loss given default models etc) in alignment with internal and regulatory standards
  • Must be familiar with performing back testing and model performance tracking to ensure ongoing predictive accuracy and stability
  • Superior analytical and problem solving skills
  • Willingness to take initiative
  • Strong program management skills and ability to think abstractly deal with ambiguouse defined problems
  • Proficient in executive level communications creating slides, decks and building data dashboards
  • Outstanding written and verbal communication skills

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