Credit Modeling Analyst
AI Summary
Credit Modeling Analyst develops, implements, and validates statistical models for credit risk across Lending portfolios, supporting data-driven decision-making and model integrity.
About this role
Credit Modeling Analyst will develop, implement, and validate statistical and mathematical models to support credit risk assessment and decision-making across Consumer & Program Lending portfolios.
Credit Modeling Analyst will support the Head of Credit Risk, Merchant & Program Lending in building robust, data-driven models for credit scoring, risk measurement, and portfolio performance forecasting, ensuring model integrity through regular back-testing and validation.
Core Responsibilities :
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Develop and implement statistical and mathematical credit models.
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Identify, define, and calculate independent and dependent variables for model building and ensure accurate representation of credit risk parameters.
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Identify, define, and calculate independent and dependent variables for model building and ensure accurate representation of credit risk parameters.
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Collect, handle, cleanse, and prepare data from multiple internal and external sources for modeling purposes.
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Ensure data integrity and accuracy throughout the data pipeline from extraction to model input by implementing effective data quality checks and cleansing procedures.
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Maintain model documentation including data dictionaries, variable definitions, and transformation logic. 7. Conduct regular model back-testing to assess model performance, stability, and predictive accuracy over time.
Requirements
- 1-3 years experience in the credit modeling, risk modeling or similar role within a banking or financial services industry.
- Minimum masters degree preferably in statistics, mathematics, econometrics or any relevant major.
- Leadership skills.
- Good inter personal skills.
Skills
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