Credit Risk Modeler

Bookmark This
Rang Technologies Inc.
15 Corporate Pl S
Piscataway, NJ
Posted: January 06 2015
Application Deadline: Available Year-round
Position: 5 Full-time, Paid

Apply
Login or Sign Up to apply.

Always be on the alert for potentially fraudulent job postings online - never send money to a potential employer.

Report potential scams Go to Trust and Safety Center

Description

We at Rang Technologies specialize in Analytics and Data Mining Solutions and Services. Areas that we focus are Clinical Data Analytics, Marketing Analytics, and Financial Analytics. Our employees provide consulting services in variety of analytics including but not limited to SAS Clinical Programming, Bio-Statistical Services, Credit Score Card development, Fraud Detection, Credit Risk, Market Risk, Basel Modeling, Data base marketing, Campaign Management, Web Analytics, Optimization, Predictive Modelling, Propensity Modelling, Survival Analysis, CDISC Consulting, and Power Analysis. We also provide training to bridge the gap of industry needs and the candidate’s qualifications, considering candidate strengths and interests.

Responsibilities

- Develop and validate Credit Risk models in different industries.
- Research the frame work of credit risk models
- Collect data for Credit risk modeling
- Prepare Data for modeling
- Using R , SAS or PYTHON, Weka for model building and model validation
- Document the process present the finding to the management
- Prepare PowerPoint presentations and document preparation for the entire credit risk modeling process.
- Collaborate, Support, Advise and Guide in development of the models.

Requirements

Skills/Knowledge required:
Basic:
- MS 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.
- 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
- Team player and collaboration skills.
- Programming skills in R, SAS, 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
Nice to have:
- Relevant experience in banking/capital markets at a commercial bank with a well-developed credit risk management infrastructure or comparable experience working as an advisor to a financial services company
- Demonstrated knowledge in credit and/or market risk measurement and management
- Experience at a regulatory or rating agency in the areas of credit risk management, risk rating systems, regulatory capital, and/or capital markets
- Thorough understanding of some or all of the following:
- Credit lifecycle within a commercial bank
- Credit risk management infrastructures
- Good quantitative methods and tools supporting credit risk measurement
- Current industry and regulatory issues (Basel II)

Skills

Required - SAS programming
Preferred - R, Python, Weka, Predictive Modeling, Machine Learning, DB2/SQL

How To Apply

Apply
Login or Sign Up to apply.
 

Always be on the alert for potentially fraudulent job postings online - never send money to a potential employer.

Report potential scams Go to Trust and Safety Center