What are the responsibilities and job description for the Credit Risk Modeler position at Prodware Solutions?
Title : Credit Risk Modeler
Location : San Jose, CA or Chicago, IL
Duration : Fulltime Hire
Work Model: Hybrid - 3 Days Onsite, 2 Days Remote.
Role Overview:
- Emphasis is on coordinating & driving end to end delivery of project workstreams
- Coordination with partner teams including senior leadership for alignments
- Ownership of overall timelines and incorporation of feedback
- Structure analytical solution when required, to address business objectives
- Provide business acumen and hypothesis
- Effectively guide the team around problem structuring and use of analytics (tools and techniques) to carry out analysis
- Presenting work directly to clients as required
- Liaison and build relationships with the client
Responsibilities:
- Project task management
- Stakeholder management including senior leadership (VP )
- Communications, including deck writing
- Coordination of all sub-team efforts
- Delivery of output
- Facilitation and gathering of client feedback on problem structuring
- Effective management of frequency of feedback loop with offshore resources
- Build capabilities in junior team members
Qualifications:
- Master's degree in economics, mathematics, computer science/engineering, operations research or related analytics areas; candidates with BA/BS degrees in the same fields from the top tier academic institutions are also welcome to apply
- 4-6 years of experience in Risk management processes, Credit strategy and modeling using Machine Learning modeling techniques
- Technical Skills Required: Hive, PySpark, SQL, Python
- Must have experience in development of Credit Risk models (probability of default, exposure at default, loss given default models etc) in alignment with internal and regulatory standards
- Must be familiar with performing back testing and model performance tracking to ensure ongoing predictive accuracy and stability
- Superior analytical and problem solving skills
- Willingness to take initiative
- Strong program management skills and ability to think abstractly deal with ambiguous/use defined problems
- Proficient in executive level communications – creating slides, decks and building data dashboards
- Outstanding written and verbal communication skills