About this role
- 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 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 GCP, 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
- 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