Develop credit scorecard models and segmentations
Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)
Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents) of ongoing and new projects
Understand modeling procedures, credit policies and deliver technical / regulatory documentation for internal / external reviews
Role involves strong programming (SAS, R, Matlab etc) and quantitative analytics (regression, time series, linear / nonlinear optimization etc) skill.
Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
Manage projects independently
MBA s should apply only if they are interested in career in specialized quantitative risk management discipline