Company DescriptionWhy we need you?Our client is one of the unique IT Services Company serving across the globe. They are a leading operations management and analytics company that help businesses enhance growth and profitability.We are looking for a dynamic modeling professional to join their team in Jersey City. Job DescriptionHere’s what you’ll be doing.You’ll develop Models for client as per the agreed upon scheduleYou’ll document modeling requirements based on discussions and information provided by client modeling lead/business usersYou’ll develop models based on the model requirements definition , per the agreed upon schedule with clientYou’ll develop new and enhance existing risk scorecards (application, behavior, collections/recovery etc.) or Marketing Analytics modeling (customers targeting)You’ll create and maintain detailed model documentationYou need these qualifications.You hold a Master's degree in Statistics, Economics, Engineering, Finance, Mathematics, or a related quantitative field from tier 1 collegesYou have a sound Knowledge of SAS, SQL and other analytical tools (R, SPSS).You’ve experience working in Banking, Credit Cards, Marketing Analytics, Credit Risk Modeling.You’ve experience working with Machine Learning techniques (Support Vector Machines, Genetic Algorithms, Random Forests, K-Nearest Neighbor algorithm, Principal Component analysis etc.)You’ve more than 3 years of experience in building models (data cleaning, dependent variable selection, independent variable study and understanding, variable reduction, bivariate analysis, variables grouping, logistic/linear model build, model validation, KS/Lift study/PSI etc.)You’ve exposure in Online / Digital analytics & Text Mining.Here’s what we can offer.Competitive base salary of $100K Bonus and Benefits Relocation AssistanceWork Authorization: US Citizens/ Green Card/ Permanent Residents/ EAD.Additional InformationAll your information will be kept confidential according to EEO guidelines. Ping me at shruthi.n at roljobs dot com to know more.