- Develop and validate credit risk models (No Trade off - it is Mandatory)
- Candidate should have atleast 3+ years hands on experience in either Model development role or Model Validation role. (implementation / reporting doesnt count as experience).
- Credit Risk Models can be scorecard development using logistic regression (end to end modeling and not just limited to Data cleansing / exploratory data analysis) ; IFRS Models like PD Model, LGD Model. Or any Predictive Modeling (using statistical techniques like Time series, Regression)
- AI / ML:
- The candidate should atleast have basic knowledge on AI and used/learnt some concepts in his current role example (LLM, Auto ML, GCP)
- Tools used: we are flexible here.
- We are primarily using SAS and GCP currently – hence it is preferred. But open to any candidates having valuable knowledge on other modeling tools like Python, R.