Bean Infosystems LLC · 6 hours ago
Senior Credit Risk Analyst
United States
Contract
Remote
Senior Level, Lead/Staff
10+ years exp
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Hiring Manager
Vindhyasree Velpuri
Insider Connection @Bean Infosystems LLC
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Responsibilities
Preparation, processing, and analysis of data
Model build and evaluation- driver identification, segmentation analysis, choice of approach, model estimation, impact analysis
Testing and documentation – developer validation, model documentation in accordance with bank policies, pre-implementation testing
Implementation support
Qualification
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Required
10 + years’ experience in risk analytics and modeling
Default credit risk analysis
Credit portfolio management
Retail banking predictive models – PD, LGD, EAD
ETL
SAS predictive modeling
Time series models – AR(Autoregressive), Moving average (MA), ARMA, ARIMA, ARCH, GARCH
Model performance using various methods for regression (MAE, MAPE, RSE, MSE, PRESS), classification (Confusion Matrix, AUC, ROC, Lift charts, gain charts)
Logistic regression
BASE SAS – imp: MACROS, PROC
Experience in using statistical software such as SAS for the purpose of quantitative modelling, model related analyses, and model testing
Good Experience of credit risk and regulatory model development and/or validation
Good Experience of credit portfolios and the life cycle of credit risk models including development, validation, implementation and monitoring
Document writing, presentation development and advanced excel skills
Preparation, processing, and analysis of data
Model build and evaluation- driver identification, segmentation analysis, choice of approach, model estimation, impact analysis
Testing and documentation – developer validation, model documentation in accordance with bank policies, pre-implementation testing
Implementation support
Company
Bean Infosystems LLC
Bean Infosystems is a full service Texas based Software Consulting and Development Company committed to bringing quality, personalized software services to all the markets we serve.
201-500 employees
Funding
Current Stage
Growth StageLeadership Team
Vijay Reddy
Co-Founder & President
Company data provided by crunchbase
