Logo of Huzzle

Credit Risk Modeler

  • Job
    Full-time
    Senior Level
  • Data
    Banking & Finance
  • Chennai

AI generated summary

  • You should have strong predictive modeling skills, knowledge of credit life cycles, statistics, and machine learning, proficiency in SAS, R, Python, SQL, and excellent communication abilities.
  • You will develop and validate credit risk models, execute analyses, enhance statistical techniques, present findings, collaborate with teams, manage projects, and explore new analytical tools.

Requirements

  • 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.
  • Good understanding of Probability of Default (PD), LGD and EAD modeling technique.
  • Team player and collaboration skills.
  • Programming skills in SAS, GCP, R 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
  • 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, Operations Research and Machine Learning techniques
  • Demonstrated knowledge in credit and/or market risk measurement and management
  • Excellent problem solving, communication, and data presentation skills
  • Proficient with SAS, SQL and GCP

Responsibilities

  • Develop and validate credit risk models
  • Execute analytics special studies and ad hoc analyses
  • Using SAS, GCP, 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
  • Evaluate new tools and technologies to improve analytical processes
  • Set own priorities and timelines to accomplish projects (accountability for project deliverables)

FAQs

What qualifications are needed for the Credit Risk Modeler position?

A Master's degree in Mathematics, Statistics, Economics, Engineering, or a related discipline is required, along with a strong performance record demonstrating relevant skills.

What programming languages are required for this role?

Proficiency in SAS, GCP, R, and Python is required for model building and validation.

What statistical methodologies should candidates be familiar with?

Candidates should have experience with linear regression, logistic regression, ANOVA/ANCOVA, CHAID/CART, and cluster analysis.

Is collaboration a key component of this role?

Yes, strong collaboration skills are essential as the role involves working closely with team members and other stakeholders.

What are the primary responsibilities of a Credit Risk Modeler?

Responsibilities include developing and validating credit risk models, executing analytics studies, enhancing statistical techniques, and preparing presentations and documentation.

How important are communication skills for this role?

Strong written and oral presentation/communication skills are crucial for conveying complex information clearly and simply.

Will the Credit Risk Modeler participate in global meetings?

Yes, the role involves participating in global conference calls and meetings as needed.

Are candidates required to analyze the results from modeling outputs?

Yes, candidates must compile and analyze modeling output results and translate them into actionable insights.

What tools and technologies might the Credit Risk Modeler evaluate?

The Credit Risk Modeler will evaluate new tools and technologies to improve analytical processes.

Is experience in credit and/or market risk measurement important for this job?

Yes, demonstrated knowledge in credit and/or market risk measurement and management is important for this position.

Automotive
Industry
10,001+
Employees
1903
Founded Year

Mission & Purpose

We don't just make history -- we make the future. Ford put the world on wheels over a century ago, and our teams are re-inventing icons and creating groundbreaking connected and electric vehicles for the next century. We believe in serving our customers, our communities, and the world. If you do, too, come move the world and make the future with us. Ford is a global company with shared ideals and a deep sense of family. From our earliest days as a pioneer of modern transportation, we have sought to make the world a better place – one that benefits lives, communities and the planet. We are here to provide the means for every person to move and pursue their dreams, serving as a bridge between personal freedom and the future of mobility. In that pursuit, our 186,000 employees around the world help to set the pace of innovation every day.