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16 hours ago
Responsible for advanced analytics and modeling initiative within the company's Risk Management. She/ He will be responsible for developing and enhancing score models across multiple risk areas using traditional methods as well as new AI/ML techniques. Working with the tech team she/he will lay out the ML ops pipelines and structure for rapid rollout and automated monitoring of models.
Technical Skills Required:
• Advanced quantitative degree (Masters or Ph.D. in computer science, mathematics/statistics, engineering, or financial engineering) would be a plus.
• Experience in developing or managing development teams creating scorecards and models for risk management particularly in the areas of credit risk – application, collections, portfolio management etc.
• Experience in retail banking – especially unsecured credit.
• Experience in the use of machine learning methods such as Gradient Boosting, NLP as well as traditional methods such as Regression, Decision Trees etc.
• Experience as well as in-depth knowledge of the Python programming language, SAS Enterprise, R and substantial knowledge of big data platforms such as Hive and Hadoop.
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