- Note: Internal candidates are requested to apply using their external CV. Applications submitted without an external CV will not be considered for further processing

- Masters in Finance, Financial Engineering, Analytics or Mathematics, Computer Science, Statistics, Industrial Engineering, Operations research, or related field.

- Good understanding of Probability of Default (PD), LGD and EAD modeling technique.

- Proven hand-on experience in Artificial Intelligence and extensive experience in GCP .

- Very positive 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

- Team player and collaboration skills.

- Programming skills in GCP, R, SAS, and PYTHON.

- Fluency with Excel,



Power Point and Word

- Strong written and oral presentation / communication skills – must have the ability to convey complex information simply and clearly

- Experience with developing and implementing cloud based analytical solutions in GCP or similar set up.

- 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 and Artificial Intelligence

- Demonstrated knowledge in credit and/or market risk measurement and management

- Excellent problem solving, communication, and data presentation skills

- Proficient with GCP, SAS, SQL, Python

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📌 Credit Risk Modeler (India)
🏢 Ford Motor
📍 India